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. - Elsevier, ISSN 0304-4076. - Vol. 116.2003, 1-2, p. 147-180
|
| Publisher: |
Elsevier |