IDENTIFICATION AND ESTIMATION OF GAUSSIAN AFFINE TERM STRUCTURE MODELS
| Year of publication: |
2012
|
|---|---|
| Authors: | Hamilton, James D ; Wu, Jing Cynthia |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2012, 17772
|