A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (Q1000416)
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scientific article; zbMATH DE number 5503452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany |
scientific article; zbMATH DE number 5503452 |
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A statistical comparison of the short-term interest rate models for Japan, U.S., and Germany (English)
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6 February 2009
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interest rate
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stochastic differential equation
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local linearization
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AIC
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model selection
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