Estimation of affine term structure models with spanned or...

Journal of Econometrics 2015 / 03 Vol. 185; Iss. 1

Estimation of affine term structure models with spanned or unspanned stochastic volatility

Creal, Drew D., Wu, Jing Cynthia
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Volume:
185
Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2014.10.003
Date:
March, 2015
File:
PDF, 858 KB
english, 2015
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