Continuous time and nonparametric modelling of U.S. interest rate models
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Bibliographic InfoArticle provided by Elsevier in its journal International Review of Financial Analysis.
Volume (Year): 12 (2003)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/inca/620166
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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- Mikiyo Kii Niizeki, 1998. "Empirical tests of short-term interest rate models: a nonparametric approach," Applied Financial Economics, Taylor and Francis Journals, vol. 8(4), pages 347-352.
- Nowman, Khalid Ben, 2010. "Modelling the UK and Euro yield curves using the Generalized Vasicek model: Empirical results from panel data for one and two factor models," International Review of Financial Analysis, Elsevier, vol. 19(5), pages 334-341, December.
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- repec:hal:journl:halshs-00505165 is not listed on IDEAS
- K. Ben Nowman & Burak Saltoglu, 2003. "An empirical comparison of interest rates using an interest rate model and nonparametric methods," Applied Economics Letters, Taylor and Francis Journals, vol. 10(10), pages 643-645.
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