20 lines
597 B
Text
20 lines
597 B
Text
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\begin{thebibliography}{1}
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\bibitem{james2000interest}
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J.~James and N.~Webber.
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\newblock {\em Interest rate modelling}.
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\newblock Wiley series in financial engineering. John Wiley \& Sons, 2000.
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\bibitem{lai2008statistical}
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T.L. Lai and H.~Xing.
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\newblock {\em Statistical models and methods for financial markets}.
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\newblock Springer texts in statistics. Springer, 2008.
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\bibitem{Newey_West_1987}
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W~K Newey and K~D West.
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\newblock A simple positive semi-definite heteroskedasticity and
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autocorrelation consistent covariance matrix.
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\newblock {\em Econometrica}, 1987.
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\end{thebibliography}
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