Testing continuous-time models of the spot interest rate
By: Yacine Aït-Sahalia.
Contributors: National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5346; Working paper series (National Bureau of Economic Research) -- working paper no. 5346.
Publisher: National Bureau of Economic Research
Published: 1995
Place of publication: Cambridge, MA
Language: eng
Number of pages: 33
Subjects: Interest rates -- Econometric models.
Notes: "November 1995."

Includes bibliographical references (p. 27-30).

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Electronic version available via the Internet at the NBER World Wide Web site.