Testing affine term structure models in case of transaction costs (Q262758): Difference between revisions
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Revision as of 00:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing affine term structure models in case of transaction costs |
scientific article |
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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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