Journal of Econometrics · 2013 · 18 citations · 24 references
EngineeringMaterials SciencePhysicsStochastic ProcessesTransport PhenomenaBrownian MotionDiffusion In SolidsDiffusion ProcessesReaction-diffusion SystemsStochastic Differential EquationsDensityDiffusion ModelsDiffusionsTransition Density Estimation
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An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate
K.C. Chan, George Andrew Karolyi, Francis A. Longstaff et al. · The Journal of Finance · 1992 · 1.7K citations