Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices

DOI10.1080/07350015.2015.1089773MaRDI QIDQ6616626zbMATH OpenFDO

Authors Tao Zou, Song Xi Chen

Publication date 9 October 2024

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07350015.2015.1089773

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites work

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• Term-structure models. A graduate course
• Testable implications of affine term structure models
• Two singular diffusion problems

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