A Study of the Finite Sample Properties of EMM, GMM, QMLE, and MLE for a Square-Root Interest Rate Diffusion Model
Keyword(s):
Keyword(s):
2001 ◽
Vol 5
(2)
◽
pp. 89-122
◽
Keyword(s):
2013 ◽
Vol 805-806
◽
pp. 1948-1951
2001 ◽
Vol 28
(7)
◽
pp. 835-842
◽
Keyword(s):
2015 ◽
Vol 26
(4)
◽
pp. 1912-1924
◽
2008 ◽
Vol 43
(2)
◽
pp. 473-490
◽
1987 ◽
Vol 1987
(317)
◽
pp. 1-69
◽