A new perspective on gaussian dynamic term structure models

Review of Financial Studies

Volumn 24, Issue 3, 2011, Pages 926-970

  Joslin, Scott ^a   Singleton, Kenneth J ^b   Zhu, Haoxiang ^b  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

^b STANFORD UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79952124936     PISSN: 08939454     EISSN: 14657368     Source Type: Journal    
DOI: 10.1093/rfs/hhq128     Document Type: Article

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