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Testable implications of affine term structure models

✍ Scribed by Hamilton, James D.; Wu, Jing Cynthia

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

Internationally affine term structure mo

✍ Antonio Diez de los Rios 📂 Article 📅 2011 🏛 Elsevier 🌐 English ⚖ 146 KB

Specification Analysis of Affine Term St

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Specification Analysis of Affine Term St

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Consistency conditions for affine term s

✍ Sergei LevendorskiĬ 📂 Article 📅 2006 🏛 Springer 🌐 English ⚖ 171 KB

Identification and estimation of Gaussia

✍ James D. Hamilton; Jing Cynthia Wu 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 344 KB