In- and out-of-sample specification analysis of spot rate models: Further evidence for the period 1982–2008

Journal of Empirical Finance - Tập 18 - Trang 743-764 - 2011
Lili Cai1, Norman R. Swanson2
1Department of Finance, Shanghai Jiao Tong University, 535 Fahuazhen Road, Shanghai, 200052, China
2Department of Economics, Rutgers University, 75 Hamilton Street, New Brunswick, NJ 08901, USA

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