Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?
| Year of publication: |
2006
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|---|---|
| Authors: | Egorov, Alexei V. ; Hong, Yongmiao ; Li, Haitao |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 135.2006, 1, p. 255-284
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