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Testable implications of affine term structure models - MaRDI portal

Testable implications of affine term structure models (Q2511782)

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Testable implications of affine term structure models
scientific article

    Statements

    title
    Testable implications of affine term structure models (English)
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    author
    James D. Hamilton
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    Jing Cynthia Wu
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    publication date
    6 August 2014
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    zbMATH Keywords
    affine term structure models
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    testable implications
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    Identifiers

    Mathematics Subject Classification ID
    91G70
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    91B64
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    91B70
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    zbMATH DE Number
    6325795
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    OpenAlex ID
    W3124213168
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