A simple test of the affine class of term structure models
Pierluigi Balduzzi; I-Hsuan Ethan Chiang
| Year of publication: |
2012
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| Authors: | Balduzzi, Pierluigi ; Chiang, I-hsuan Ethan |
| Published in: |
Review of asset pricing studies. - Cary, NC : Oxford Univ. Press, ISSN 2045-9920, ZDB-ID 25813985. - Vol. 2.2012, 2, p. 203-244
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010097902