Nonparametric estimation of scalar diffusion models of interest rates using asymmetric kernels

✍ Scribed by Nikolay Gospodinov; Masayuki Hirukawa

• Book ID: 116641844
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 778 KB
• Volume: 19
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/j.jempfin.2012.04.001