Testing affine term structure models in case of transaction costs
| Year of publication: |
2005
|
|---|---|
| Authors: | Driessen, J.J.A.G. ; Melenberg, B. ; Nijman, T.E. |
| Institutions: | Tilburg University, School of Economics and Management |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published in Journal of Econometrics (2005), v.126, nr.1, p.201-232 |
| Source: |
Persistent link: https://www.econbiz.de/10011090271