Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
| Year of publication: |
2003
|
|---|---|
| Authors: | Bams, Dennis ; Schotman, Peter C. |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 117.2003, 1, p. 179-206
|
| Publisher: |
Elsevier |