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Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J.
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 111-141
Persistent link: https://www.econbiz.de/10001575288
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Latent variable models for time series : a frequency domain approach with an application to the permanent income hypothesis
Geweke, John F.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
17
(
1981
)
3
,
pp. 287-304
Persistent link: https://www.econbiz.de/10002419993
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Term structure models and the zero bound : an empirical investigation of Japanese yields
Kim, Don H.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 32-49
Persistent link: https://www.econbiz.de/10009673160
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4
Term structure models and the zero bound: An empirical investigation of Japanese yields
Kim, Don H.
;
Singleton, Kenneth J.
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 32-50
Persistent link: https://www.econbiz.de/10009996201
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5
Estimation of affine asset pricing models using the empirical characteristic function
Singleton, Kenneth J.
- In:
Journal of econometrics
102
(
2001
)
1
,
pp. 111
Persistent link: https://www.econbiz.de/10006774728
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