Purebred or hybrid?: Reproducing the volatility in term structure dynamics
| Year of publication: |
2003
|
|---|---|
| Authors: | Ahn, Dong-Hyun ; Dittmar, Robert F. ; Gallant, A.Ronald ; Gao, Bin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 116.2003, 1, p. 147-180
|