Estimating exponential affine models with correlated measurement errors: Applications to fixed income and commodities

✍ Scribed by M.A.H. Dempster; Ke Tang

• Book ID: 116615703
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 533 KB
• Volume: 35
• Category: Article
• ISSN: 0378-4266
• DOI: 10.1016/j.jbankfin.2010.08.012