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40. Likelihood-based specification analysis of continuous-time models of the short-term interest rate. (2003). Durham Garland B., .
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48. Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets. (2001). Santa-Clara, Pedro ; Brandt, Michael W..
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49. Short and Long Memory in Equilibrium Interest Rate Dynamics. (2001). Duan, Jin-Chuan ; Jacobs, Kris.
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50. Fundamental Properties of Bond Prices in Models of the Short-Term Rate. (2000). Mele, Antonio.
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