Specification analysis of affine term structure models

Journal of Finance

Volumn 55, Issue 5, 2000, Pages 1943-1978

  Dai, Qiang ^a   Singleton, Kenneth J ^b  

^a NEW YORK UNIVERSITY   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0008766361     PISSN: 00221082     EISSN: None     Source Type: Journal    
DOI: 10.1111/0022-1082.00278     Document Type: Article

References (28)

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