A Continuous-Time Model of Multilateral Bargaining

By  

American Economic Journal: Microeconomics, Vol. 7, Iss. 1, 2015-02 ,pp. : 208-249

American Economic Association

Access to resources Recommend Favorite

An empirical comparison of interest rates using an interest rate model and nonparametric methods

By Nowman K. Ben   Saltoglu Burak  

Applied Economics Letters, Vol. 10, Iss. 10, 2003-08 ,pp. : 643-645

Routledge Ltd

Access to resources Recommend Favorite

Likelihood-based specification analysis of continuous-time models of the short-term interest rate

By Durham G.B.  

Journal of Financial Economics, Vol. 70, Iss. 3, 2003-12 ,pp. : 463-487

Elsevier

Access to resources Recommend Favorite

CONVERGENCE RATES OF SUMS OF α-MIXING TRIANGULAR ARRAYS: WITH AN APPLICATION TO NONPARAMETRIC DRIFT FUNCTION ESTIMATION OF CONTINUOUS-TIME PROCESSES

By  

Econometric Theory, Vol. 33, Iss. 5, 2016-10 ,pp. : 1121-1153

Cambridge University Press

Access to resources Recommend Favorite

UNIFORM CONVERGENCE RATES OF KERNEL-BASED NONPARAMETRIC ESTIMATORS FOR CONTINUOUS TIME DIFFUSION PROCESSES: A DAMPING FUNCTION APPROACH

By  

Econometric Theory, Vol. 33, Iss. 4, 2016-07 ,pp. : 874-914

Cambridge University Press

Access to resources Recommend Favorite