Does Conditioning Information Matter in the Estimation of Continuous Time Interest Rate Diffusions?

Abhay Abhyankar, D. Basu

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	335-344
Number of pages	10
Journal	Journal of Financial and Quantitative Analysis
Volume	3
DOIs	https://doi.org/10.2307/2676286
Publication status	Published - 2001

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Does Conditioning Information Matter in Estimating Continuous Time Interest Rate Diffusions?
Abhyankar, A., & Basu, D. (2001). Does Conditioning Information Matter in the Estimation of Continuous Time Interest Rate Diffusions?. Journal of Financial and Quantitative Analysis, 3, 335-344
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title = "Does Conditioning Information Matter in the Estimation of Continuous Time Interest Rate Diffusions?",

author = "Abhay Abhyankar and D. Basu",

year = "2001",

doi = "10.2307/2676286",

language = "English",

volume = "3",

pages = "335--344",

journal = "Journal of Financial and Quantitative Analysis",

publisher = "Cambridge University Press",

}