Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility

By Drew D. Creal, J. Wu. 2014

60 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/0fe8c48d2103a16d8544b03c9d873100736b4504