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Please use this identifier to cite or link to this item:
http://bura.brunel.ac.uk/handle/2438/20067Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Realdon, Marco | - |
| dc.date.accessioned | 2020-01-21T15:09:46Z | - |
| dc.date.available | 2020-01-21T15:09:46Z | - |
| dc.date.issued | 2019 | - |
| dc.identifier.citation | The European Journal of Finance, pp. 1 - 28 | en_US |
| dc.identifier.issn | 1351-847X | - |
| dc.identifier.issn | 1466-4364 | - |
| dc.identifier.uri | https://bura.brunel.ac.uk/handle/2438/20067 | - |
| dc.format.extent | 1 - 28 | - |
| dc.language | en | - |
| dc.language.iso | en | en_US |
| dc.publisher | Informa UK Limited | en_US |
| dc.subject | Affine term structure models | en_US |
| dc.subject | quadratic term structure models | en_US |
| dc.subject | discrete-time | en_US |
| dc.subject | squared Gaussian shocks | en_US |
| dc.subject | Giacomini–White tests | en_US |
| dc.title | Affine and quadratic models with many factors and few parameters | en_US |
| dc.type | Article | en_US |
| dc.identifier.doi | https://doi.org/10.1080/1351847x.2019.1701511 | - |
| dc.relation.isPartOf | The European Journal of Finance | - |
| pubs.publication-status | Published online | - |
| dc.identifier.eissn | 1466-4364 | - |
| Appears in Collections: | Dept of Economics and Finance Research Papers | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| FullText.pdf | 224.36 kB | Adobe PDF | View/Open |
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