K.C. Chan

1. An Empirical Comparison of Alternative Models of the Short‐Term Interest Rate
   1992/07/01 by K.C. Chan, George Andrew Karolyi, Francis A. Longstaff +1 · 2 citations
   Economics, Econometrics and Finance · Social Sciences · #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management #Insurance and Financial Risk Management #Interest rate #Rendleman–Bartter model #Term (time) #Econometrics #Yield curve #Short rate #Volatility (finance) #Short-rate model #Interest rate derivative #Vasicek model #Economics #Macroeconomics