Validating forecasts of the joint probability density of...

Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?

Alexei V. Egorov, Yongmiao Hong, Haitao Li
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Volume:
135
Year:
2006
Language:
english
Pages:
30
DOI:
10.1016/j.jeconom.2005.07.018
File:
PDF, 420 KB
english, 2006
Conversion to is in progress
Conversion to is failed