A re-examination of the empirical performance of the Longstaff and Schwartz two-factor term structure model using real yield data
| Year of publication: |
2013
|
|---|---|
| Authors: | Faff, Robert ; Treepongkaruna, Sirimon |
| Published in: |
Australian journal of management. - Los Angeles, Calif. [u.a.] : Sage, ISSN 0312-8962, ZDB-ID 6093802. - Vol. 38.2013, 2, p. 333-352
|