GMM estimation of affine term structure models

Econometrics and Statistics 2019 / 11

GMM estimation of affine term structure models

Hlouskova, Jaroslava, Sögner, Leopold
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Journal:
Econometrics and Statistics
DOI:
10.1016/j.ecosta.2019.10.001
Date:
November, 2019
File:
PDF, 620 KB
2019
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