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type_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bauer, Michael D."
~type_genre:"Aufsatz in Zeitschrift"
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Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
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Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
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