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"Goodness-of-fit test for interest rate models: An approach based on ..."

Abelardo Monsalve-Cobis, Wenceslao González-Manteiga, Manuel Febrero-Bande (2011)

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DOI: 10.1016/J.CSDA.2011.06.004

access: closed

type: Journal Article

metadata version: 2023-09-30

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Abelardo Monsalve-Cobis, Wenceslao González-Manteiga, Manuel Febrero-Bande:
Goodness-of-fit test for interest rate models: An approach based on empirical processes. Comput. Stat. Data Anal. 55(12): 3073-3092 (2011)

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