Journal of Financial and Quantitative Analysis Vol. 36 No. 3 2001

Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?

Abhay Abhyankar; Devraj Basu

University of Warwick

Abstract

Abhay Abhyankar, Devraj Basu, Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?, The Journal of Financial and Quantitative Analysis, Vol. 36, No. 3 (Sep., 2001), pp. 335-344

DOI

10.2307/2676286

Volume

36

Issue

3

Pages

335

Sources

crossref openalex

Cite

APA 7 MLA 9 Chicago (author–date) Harvard Elsevier Harvard (JFE, JBF…) The Accounting Review Academy of Management American Marketing Association INFORMS (Management Science) Copy citation Copied ✓