Corrigendum to A Gaussian approach for continuous time models of shortterm interest rates(Yu, J. and P. C. B. Phillips,Econometrics Journal, 4, 21024)
نویسندگان
چکیده
PETER C. B. PHILLIPS†,‡,§,¶ AND JUN YU†† †Yale University, PO Box 208281, New Haven, CT 06520-8281, USA. E-mail: [email protected] ‡University of Auckland, Private Bag 92019, Auckland 1142, New Zealand. §University of Southampton, University Road, Southampton, Hampshire SO17 1BJ, UK. ¶Singapore Management University, 90 Stamford Road, Singapore 178903. ††School of Economics and Sim Kee Boon Institute for Financial Economics, Singapore Management University, 90 Stamford Road, Singapore 178903. E-mail: [email protected]
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