Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Crossref DOI link: https://doi.org/10.1007/s11156-017-0643-z
Published Online: 2017-05-29
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Juneja, Januj
License valid from 2017-05-29