Analysis of Multifactor Affine Yield Curve Models

Siddhartha Chib and Bakhodir Ergashev

Journal of the American Statistical Association, 2009, vol. 104, issue 488, 1324-1337

Date: 2009
References: Add references at CitEc
Citations: View citations in EconPapers (44)

Downloads: (external link)
http://pubs.amstat.org/doi/abs/10.1198/jasa.2009.ap08029 full text (application/pdf)
Access to full text is restricted to subscribers.

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: https://EconPapers.repec.org/RePEc:bes:jnlasa:v:104:i:488:y:2009:p:1324-1337

Ordering information: This journal article can be ordered from
http://www.amstat.org/publications/index.html

Access Statistics for this article

Journal of the American Statistical Association is currently edited by Leonard A. Stefanski

More articles in Journal of the American Statistical Association from American Statistical Association
Bibliographic data for series maintained by Christopher F. Baum ().