存在自相关误设偏差时高斯仿射动态期限结构模型的经验表现

Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias

Review of Quantitative Finance and Accounting · 2017
被引 3
ABS 3
金融计量经济学期限结构模型时间序列分析自相关