Testing affine term structure models in case of transaction costs (Q262758)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing affine term structure models in case of transaction costs |
scientific article |
Statements
Testing affine term structure models in case of transaction costs (English)
0 references
30 March 2016
0 references
interest rate models
0 references
market frictions
0 references
transaction costs
0 references
model misspecification
0 references
0 references
