Purebred or hybrid?: Reproducing the volatility in term structure dynamics
Ahn, Dong-Hyun ; Dittmar, Robert F. ; Gallant, A.Ronald ; Gao, Bin
Journal of econometrics, 2003-09, Vol.116 (1), p.147-180
[Periódico revisado por pares]
Amsterdam: Elsevier B.V
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