Time Series and Cross-Section Information in Affine Term-Structure Models

• 1 July 2000
• journal article
• Published by JSTOR in Journal of Business & Economic Statistics
• Vol. 18  (3) , 300
• https://doi.org/10.2307/1392263

Abstract

Keywords

• SERIES AND CROSS
• AFFINE TERM STRUCTURE
• TERM STRUCTURE MODELS
• CROSS SECTION INFORMATION

All Related Versions

• Version 1, RePEc (Unconfirmed version)