Time-series and cross section information in affine term structure models

Research output: Contribution to journal › Article › Scientific › peer-review

Original language	English
Pages (from-to)	3000-314
Number of pages	14
Journal	Journal of Business and Economic Statistics
Volume	18
Issue number	3
Publication status	Published - 2000

Cite this

@article{f583f8ca57594738b6f1b5794efeb878,

title = "Time-series and cross section information in affine term structure models",

author = "\{de Jong\}, F.C.J.M.",

note = "DP9786 Pagination: 14",

year = "2000",

language = "English",

volume = "18",

pages = "3000--314",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

number = "3",

}