Estimation of affine term structure models with spanned or unspanned stochastic volatility
Year of publication: |
2015
|
---|---|
Authors: | Creal, Drew D. ; Wu, Jing Cynthia |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 185.2015, 1, p. 60-81
|
Publisher: |
Elsevier |
Subject: | Affine term structure models | Unspanned stochastic volatility | Estimation |
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