%0 Journal Article %1 Faff2006 %A Faff, Robert %A Gray, Philip %D 2006 %J Journal of Banking & Finance %K GMM %N 11 %P 3131--3146 %T On the estimation and comparison of short-rate models using the generalised method of moments %U http://www.sciencedirect.com/science/article/B6VCY-4KGG5WY-4/1/916b31533da10e2a89fe74984d6714f1 %V 30

@article{Faff2006, added-at = {2008-04-22T13:53:19.000+0200}, author = {Faff, Robert and Gray, Philip}, biburl = {https://www.bibsonomy.org/bibtex/273ecd82d636e23d6c9b29a7b1d91e0f3/smicha}, description = {Journal of Banking & Finance}, interhash = {d3578aafdd08f9294574b8cdc1426c24}, intrahash = {73ecd82d636e23d6c9b29a7b1d91e0f3}, journal = {Journal of Banking \& Finance}, keywords = {GMM}, month = Nov, number = 11, pages = {3131--3146}, timestamp = {2008-04-22T13:56:50.000+0200}, title = {On the estimation and comparison of short-rate models using the generalised method of moments}, url = {http://www.sciencedirect.com/science/article/B6VCY-4KGG5WY-4/1/916b31533da10e2a89fe74984d6714f1}, volume = 30, year = 2006 }