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~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~subject:"Estimation theory"
~subject:"Yield curve"
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1970-1993
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Nijman, Theodore E.
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Driessen, Joost
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Journal of econometrics
Journal of financial and quantitative analysis : JFQA
Discussion paper / Center for Economic Research, Tilburg University
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Testing affine term structure models in case of transaction costs
Driessen, Joost
;
Melenberg, Bertrand
;
Nijman, Theodore E.
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 201-232
Persistent link: https://www.econbiz.de/10002538651
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2
Marginalization and contemporaneous aggregation in multivariate GARCH processes
Nijman, Theodore E.
- In:
Journal of econometrics
71
(
1996
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001194742
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