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Estimation of affine term structure models with spanned or unspanned stochastic volatility
Creal, Drew
;
Wu, Jing Cynthia
- In:
Journal of econometrics
185
(
2015
)
1
,
pp. 60-81
Persistent link: https://www.econbiz.de/10011339903
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Testable implications of affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 231-242
Persistent link: https://www.econbiz.de/10010256167
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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 315-332
Persistent link: https://www.econbiz.de/10009969403
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Identification and estimation of Gaussian affine term structure models
Hamilton, James D.
;
Wu, Jing Cynthia
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 315-331
Persistent link: https://www.econbiz.de/10009612732
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5
Annals of econometrics: forecasting and empirical methods in finance and macroeconomics
Diebold, Francis X.
(
contributor
); …
-
2001
Persistent link: https://www.econbiz.de/10001617180
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