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Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations
Huang, Ting Ting, Sun, Bruce Qiang, Chen, XinfuVolume:
21
Language:
english
Journal:
Applied Mathematical Finance
DOI:
10.1080/1350486x.2014.896510
Date:
November, 2014
File:
PDF, 1.38 MB
english, 2014