Work

Design and Estimation of Quadratic Term Structure Models

Year: 2002

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.317120

Authors: Markus Leippold, Liuren Wu

Institutions: University of Zurich, Swiss Finance Institute, Baruch College, City University of New York

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2168434664

Cites: 65

Cited by: 42

Related to: 10