Mean reversion and volatility of short-term London Interbank Offer Rates: An empirical comparison of competing models

✍ Scribed by Lee C. Adkins; Timothy Krehbiel

• Book ID: 114344381
• Publisher: Elsevier Science
• Year: 1999
• Tongue: English
• Weight: 85 KB
• Volume: 8
• Category: Article
• ISSN: 1059-0560
• DOI: 10.1016/s1059-0560(99)00004-0