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Purebred or hybrid? : reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A. Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1/2
,
pp. 147-180
Persistent link: https://www.econbiz.de/10001772146
Saved in:
2
Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun
;
Dittmar, Robert F.
;
Gallant, A.Ronald
; …
- In:
Journal of econometrics
116
(
2003
)
1
,
pp. 147-180
Persistent link: https://www.econbiz.de/10006761941
Saved in:
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