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An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model
Spreij, Peter, Veerman, Enno, Vlaar, PeterVolume:
18
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486X.2010.517664
Date:
September, 2011
File:
PDF, 371 KB
english, 2011