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Testing affine term structure models in case of transaction costs

Driessen,J.J.A.G.
; 
Melenberg,B.
; 
Nijman,T.E.
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DP 9984 Pagination: 31
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2005
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Tilburg University Research Output Collection
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drimelnij1.pdf
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Driessen, J J A G, Melenberg, B & Nijman, T E 2005, 'Testing affine term structure models in case of transaction costs', Journal of Econometrics, vol. 126, no. 1, pp. 201-232.
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https://hdl.handle.net/20.500.14602/42218
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