GMM estimation of affine term structure models
Year of publication: |
2015
|
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Authors: | Hlouskova, Jaroslava ; Sögner, Leopold |
Publisher: |
Vienna : Institute for Advanced Studies (IHS) |
Subject: | affine term-structure models | GMM |
Series: | IHS Economics Series ; 315 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 834524538 [GVK] hdl:10419/122174 [Handle] RePEc:ihs:ihsesp:315 [RePEc] |
Classification: | C01 - Econometrics ; C11 - Bayesian Analysis ; G12 - Asset Pricing |
Source: |
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