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Miniature of Estimation of Affine Asset Pricing Models Using the Empirical Characteristic Function
Estimation of Affine Asset Pricing Models Using the Empirical Characteristic Function
  • GSB Authors: Kenneth Singleton
  • Date: 2001-04-27
  • Publication Type: Articles
  • Publication: Journal of Econometrics
Miniature of Specification Analysis of Affine Term Structure Models
Specification Analysis of Affine Term Structure Models
  • GSB Authors: Kenneth Singleton
  • Date: 2000-10-01
  • Publication Type: Articles
  • Publication: The Journal of Finance

27 Finance