Testing for continuous-time models of the short-term interest rate
- 1 September 1995
- journal article
- Published by Elsevier BV in Journal of Empirical Finance
- Vol. 2 (3), 199-223
- https://doi.org/10.1016/0927-5398(95)00003-d
Abstract
No abstract availableKeywords
This publication has 37 references indexed in Scilit:
- An Empirical Comparison of Alternative Models of the Short-Term Interest RateThe Journal of Finance, 1992
- ARCH modeling in financeJournal of Econometrics, 1992
- The Empirical Implications of the Cox, Ingersoll, Ross Theory of the Term Structure of Interest RatesThe Journal of Finance, 1986
- A Theory of the Term Structure of Interest RatesEconometrica, 1985
- An Intertemporal General Equilibrium Model of Asset PricesEconometrica, 1985
- Analyzing Convertible BondsJournal of Financial and Quantitative Analysis, 1980
- An Analysis of Variable Rate Loan ContractsThe Journal of Finance, 1980
- A continuous time approach to the pricing of bondsJournal of Banking & Finance, 1979
- The Pricing of Options and Corporate LiabilitiesJournal of Political Economy, 1973
- The Term Structure of Interest RatesThe Quarterly Journal of Economics, 1957