Term Structure Dynamics in Theory and Reality
Year of publication: |
2013
|
---|---|
Authors: | Dai, Qiang ; Singleton, Kenneth |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 16.2013, 3 (8.5.), p. 631-630
|
Saved in:
Saved in favorites
Similar items by person
-
Specification analysis of affine term structure models
Dai, Qiang, (1997)
-
Discrete-time affine Q term structure models with generalized market prices of risk
Le, Anh, (2010)
-
Regime shifts in a dynamic term structure model of US treasury bond yields
Dai, Qiang, (2007)
- More ...