Specification Analysis of Affine Term Structure Models.
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| Title: | Specification Analysis of Affine Term Structure Models. |
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| Authors: | Qiang Dai1, Singleton, Kenneth J.2 |
| Source: | Journal of Finance (Wiley-Blackwell). Oct2000, Vol. 55 Issue 5, p1943-1978. 36p. 4 Charts, 3 Graphs. |
| Database: | Business Source Ultimate |
| ISSN: | 00221082 |
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| DOI: | 10.1111/0022-1082.00278 |
