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Singleton, Kenneth J.
24
Dai, Qiang
11
Duffie, Darrell
4
Le, Anh
3
Pan, Jun
3
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2
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2
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The review of financial studies
7
The journal of finance : the journal of the American Finance Association
4
Working paper / National Bureau of Economic Research, Inc
4
Journal of financial economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
Monetary and economic studies
2
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1
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1
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OLC EcoSci
ECONIS (ZBW)
160
RePEc
56
USB Cologne (business full texts)
2
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
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Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 415-442
Persistent link: https://www.econbiz.de/10006510041
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2
ARTICLES - Specification Analysis of Affine Term Structure Models
Dai, Qiang
;
Singleton, Kenneth J.
- In:
The journal of finance : the journal of the American …
55
(
2000
)
5
,
pp. 1943-1978
Persistent link: https://www.econbiz.de/10006566788
Saved in:
3
SPECIFICATION ANALYSIS OF AFFINE TERM STRUCTURE MODELS
Dai, Qiang
;
Singleton, Kenneth J.
-
1997
Persistent link: https://www.econbiz.de/10006997085
Saved in:
4
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Yang, Wei
- In:
The review of financial studies
20
(
2013
)
5
,
pp. 1669-1668
Persistent link: https://www.econbiz.de/10010113745
Saved in:
5
Discrete-Time AffineQ Term Structure Models with Generalized Market Prices of Risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2013
)
5
,
pp. 2184-2183
Persistent link: https://www.econbiz.de/10010114233
Saved in:
6
Regime Shifts in a Dynamic Term Structure Model of U.S. Treasury Bond Yields
Dai, Qiang
;
Singleton, Kenneth J.
;
Yang, Wei
- In:
The review of financial studies
20
(
2007
)
5
,
pp. 1669-1706
Persistent link: https://www.econbiz.de/10007873208
Saved in:
7
Discrete-Time AffineQ Term Structure Models with Generalized Market Prices of Risk
Le, Anh
;
Singleton, Kenneth J.
;
Dai, Qiang
- In:
The review of financial studies
23
(
2010
)
5
,
pp. 2184-2184
Persistent link: https://www.econbiz.de/10008407277
Saved in:
8
Comment - Iterative and Recursive Estimation in Structural Nonadaptive Models
Dai, Qiang
- In:
Journal of business & economic statistics : JBES ; a …
21
(
2003
)
4
,
pp. 488-489
Persistent link: https://www.econbiz.de/10008215221
Saved in:
9
Term Structure Dynamics in Theory and Reality
Dai, Qiang
;
Singleton, Kenneth
- In:
The review of financial studies
16
(
2013
)
3
,
pp. 631-630
Persistent link: https://www.econbiz.de/10010114440
Saved in:
10
Comment on: Time orientation and asset prices
Dai, Qiang
- In:
Journal of monetary economics
49
(
2002
)
1
,
pp. 137-138
Persistent link: https://www.econbiz.de/10007665555
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