Mathematical Problems in Engineering / 2014 / Article / Tab 3

Research Article

Modeling the Dynamics of Shanghai Interbank Offered Rate Based on Single-Factor Short Rate Processes

Table 3

Results of the Vuong test.

Merton GBM Vasicek CIR MRJD

Merton 4.180489 2.241832 4.799925 4.317839
GBM 3.370632 3.110825 3.799735
Vasicek 2.012456 2.482186
CIR 3.302152
MRJD

We are committed to sharing findings related to COVID-19 as quickly as possible. We will be providing unlimited waivers of publication charges for accepted research articles as well as case reports and case series related to COVID-19. Review articles are excluded from this waiver policy. Sign up here as a reviewer to help fast-track new submissions.