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A New Perspective on Gaussian Dynamic Term Structure Models.

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Title: A New Perspective on Gaussian Dynamic Term Structure Models.
Authors: Joslin, Scott1, Singleton, Kenneth J.2, Zhu, Haoxiang3
Source: Review of Financial Studies. Mar2011, Vol. 24 Issue 3, p926-970. 45p.
Database: Business Source Ultimate
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PubType: Academic Journal
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        Value: 10.1093/rfs/hhq128
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        Text: English
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        PageCount: 45
        StartPage: 926
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      – TitleFull: A New Perspective on Gaussian Dynamic Term Structure Models.
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              Text: Mar2011
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