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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/20064Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Realdon, M | - |
| dc.date.accessioned | 2020-01-21T13:59:47Z | - |
| dc.date.available | 2016-09-01 | - |
| dc.date.available | 2020-01-21T13:59:47Z | - |
| dc.date.issued | 2016 | - |
| dc.identifier.citation | Journal of International Financial Markets, Institutions and Money, 2016, 44 pp. 128 - 147 | en_US |
| dc.identifier.issn | 1042-4431 | - |
| dc.identifier.issn | http://dx.doi.org/10.1016/j.intfin.2016.05.002 | - |
| dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/20064 | - |
| dc.format.extent | 128 - 147 | - |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.subject | Quadratic model | en_US |
| dc.subject | Black model | en_US |
| dc.subject | Vasicek model | en_US |
| dc.subject | Black–Karasinski model | en_US |
| dc.subject | Method of lines | en_US |
| dc.title | Tests of non linear Gaussian term structure models | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | http://dx.doi.org/10.1016/j.intfin.2016.05.002 | - |
| dc.relation.isPartOf | Journal of International Financial Markets, Institutions and Money | - |
| pubs.publication-status | Published | - |
| pubs.volume | 44 | - |
| Appears in Collections: | Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 234.36 kB | Adobe PDF | View/Open |
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