✦ LIBER ✦

Identification and estimation of Gaussian affine term structure models

✍ Scribed by James D. Hamilton; Jing Cynthia Wu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

SOLVABLE AFFINE TERM STRUCTURE MODELS

✍ Martino Grasselli; Claudio Tebaldi 📂 Article 📅 2007 🏛 John Wiley and Sons 🌐 English ⚖ 150 KB

Specification Analysis of Affine Term St

✍ Qiang Dai and Kenneth J. Singleton 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 787 KB

Specification Analysis of Affine Term St

✍ Qiang Dai; Kenneth J. Singleton 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 290 KB

Testable implications of affine term str

✍ Hamilton, James D.; Wu, Jing Cynthia 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 471 KB

Affine Term Structure Models and the For

✍ David K. Backus, Silverio Foresi and Chris I. Telmer 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 453 KB

Affine Term Structure Models and the For

✍ David K. Backus; Silverio Foresi; Chris I. Telmer 📂 Article 📅 2001 🏛 John Wiley and Sons 🌐 English ⚖ 151 KB