Testing affine term structure models in case of transaction costs

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@article{2ed41129d5ec451f9b577ffec83c9e41,

title = "Testing affine term structure models in case of transaction costs",

author = "J.J.A.G. Driessen and B. Melenberg and T.E. Nijman",

note = "DP 9984 Pagination: 31",

year = "2005",

language = "English",

volume = "126",

pages = "201--232",

journal = "Journal of Econometrics",

issn = "0304-4076",

publisher = "Elsevier B.V.",

number = "1",

}