Purebred or hybrid?: Reproducing the volatility in term structure dynamics
- 31 October 2003
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 116 (1-2) , 147-180
- https://doi.org/10.1016/s0304-4076(03)00106-4
Abstract
No abstract availableKeywords
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