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Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate

Turan G. Bali

Journal of Financial and Quantitative Analysis 2000 35(2), 191

Turan G. Bali, Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 2 (Jun., 2000), pp. 191-215

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Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate