Quadratic Term Structure Models: Theory and Evidence

Dong Hyun Ahn, Robert F. Dittmar, A. Ronald Gallant

Research output: Contribution to journalReview articlepeer-review

210 Scopus citations

Fingerprint

Dive into the research topics of 'Quadratic Term Structure Models: Theory and Evidence'. Together they form a unique fingerprint.

Keyphrases

Mathematics

Economics, Econometrics and Finance