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    • BROZEÊ, Laurence & SCAILLET, Olivier & ZAKOIANÊ, Jean-Michel, 1993. "Testing for Continuous-Time Models of the Short-Term Interest Rate," CORE Discussion Papers 1993031, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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    Other versions:
    • Chapman, David A & Long, John B, Jr & Pearson, Neil D, 1999. "Using Proxies for the Short Rate: When Are Three Months Like an Instant?," Review of Financial Studies, Oxford University Press for Society for Financial Studies, vol. 12(4), pages 763-806.
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21. repec:cup:etheor:v:12:y:1996:i:4:p:657-81 is not listed on IDEAS
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1. Veronika Czellar & Elvezio Ronchetti, 2008. "Accurate and robust indirect inference for diffusion models," Cahiers du Département d'Econométrie 2008.01, Département d'Econométrie, Université de Genève. [Downloadable!]