Purebred or hybrid?: Reproducing the volatility in term structure dynamics

Ahn, Dong-Hyun, Robert F. Dittmar (), A. Ronald Gallant and Bin Gao

Journal of Econometrics, 2003, vol. 116, issue 1-2, pages 147-180

Date: 2003
View citations in EconPapers

Downloads: (external link)
http://www.sciencedirect.com/science/article/B6VC0 ... 8bc208f6e7e32949af60
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:eee:econom:v:116:y:2003:i:1-2:p:147-180

Access Statistics for this article

Journal of Econometrics is edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao, P. M. Robinson and A. Zellner

More articles in Journal of Econometrics from Elsevier
Series data maintained by Heidi Boesdal ().