An Empirical Comparison of Alternative Models of the Short-Term Interest Rate

Authors
K. C. CHAN G. ANDREW KAROLYI FRANCIS A. LONGSTAFF ANTHONY B. SANDERS
Citation
K. C. CHAN et al., An Empirical Comparison of Alternative Models of the Short-Term Interest Rate, The Journal of finance, 47(03), 1992, pp. 1209
Journal title
The Journal of finance → ACNP
ISSN journal
00221082
Volume
47
Issue
03
Year of publication
1992
Database
ICR
SICI code
0022-1082(1992)47:03<1209:AECOAM>2.0.ZU;2-P