Estimation of affine asset pricing models using the empirical characteristic function
Year of publication: |
2001
|
---|---|
Authors: | Singleton, Kenneth J. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 102.2001, 1, p. 111-141
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Learning From Disagreement in the U.S. Treasury Bond Market
GIACOLETTI, MARCO, (2020)
-
Specification analysis of affine term structure models
Dai, Qiang, (1997)
-
Asset prices in a time series model with disparately informed, competitive traders
Singleton, Kenneth J., (1986)
- More ...