Testing affine term structure models in case of transaction costs / by Joost Driessen, Bertrand Melenberg and Theo Nijman
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Testing affine term structure models in case of transaction costs / by Joost Driessen, Bertrand Melenberg and Theo Nijman
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<http://arno.uvt.nl/show.cgi?fid=3957>
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[Rev, version]
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Discussion paper / Center for Economic Research, Tilburg ; no. 9984
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Testing affine term structure models in case of transaction costs
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Testing affine term structure ...... rand Melenberg and Theo Nijman