Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?
| Year of publication: |
2006
|
|---|---|
| Authors: | Egorov, Alexei V. ; Hong, Yongmiao ; Li, Haitao |
| Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 135.2006, 1-2, p. 255-284
|
| Publisher: |
Elsevier |