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http://bura.brunel.ac.uk/handle/2438/20067| Title: | Affine and quadratic models with many factors and few parameters |
| Authors: | Realdon, Marco |
| Keywords: | Affine term structure models;quadratic term structure models;discrete-time;squared Gaussian shocks;Giacomini–White tests |
| Issue Date: | 2019 |
| Publisher: | Informa UK Limited |
| Citation: | The European Journal of Finance, pp. 1 - 28 |
| URI: | https://bura.brunel.ac.uk/handle/2438/20067 |
| DOI: | https://doi.org/10.1080/1351847x.2019.1701511 |
| ISSN: | 1351-847X 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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