Testing affine term structure models in case of transaction costs
| Year of publication: |
2005
|
|---|---|
| Authors: | Driessen, Joost ; Melenberg, Bertrand ; Nijman, Theo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 126.2005, 1, p. 201
|