Testing affine term structure models in case of transaction costs (Q262758)
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scientific article; zbMATH DE number 6561166
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing affine term structure models in case of transaction costs |
scientific article; zbMATH DE number 6561166 |
Statements
Testing affine term structure models in case of transaction costs (English)
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30 March 2016
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interest rate models
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market frictions
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transaction costs
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model misspecification
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0.92412716
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0.86739916
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0.8601831
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0.8515059
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0.84613645
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0.8449316
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0.8430935
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0.84076977
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