Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Author:
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Link
http://link.springer.com/article/10.1007/s11156-017-0643-z/fulltext.html
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1. Correcting estimation bias in regime switching dynamic term structure models;Review of Quantitative Finance and Accounting;2023-07-20
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