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Estimating affine multifactor term structure models using closed-form likelihood expansions
- Author / Creator
- Available as
- Online
- Physical
Details
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- Creator
- Yacine Aït-Sahalia, Robert Kimmel
- Format
- Books
- Language
- English
- Contributors
- Publication
-
- Cambridge, Mass. : National Bureau of Economic Research, [2002]
- ©2002
- Physical Details
-
- 32 pages : illustrations ; 22 cm
- OCLC
- ocn647129421, ocm51678234
- "December 2002."
- Includes bibliographical references (page 15).
- Also available from the NBER World Wide Web site (www.nber.org).