Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
收藏数据链接：
官方服务：
资源简介：
We develop new procedures for maximum likelihood estimation of affine term structure models with spanned or unspanned stochastic volatility. Our approach uses linear regression to reduce the dimension of the numerical optimization problem yet it produces the same estimator as maximizing the
提供机构：
美国国家经济研究局创建时间：
2014-05-01
