An Efficient Generalized Method of Moments Estimation of Continuous-Time Asset Dynamics: Implications for the Term Structure of Interest Rates

• 成果类型: Meeting Abstract
• 署名作者: Eom, Young Ho
• 署名单位: Federal Reserve System - USA; Federal Reserve Bank - New York
• 刊物名称: JOURNAL OF FINANCE
• ISSN/ISSBN: 0022-1082
• 发表日期: 1997
• 页码: 1223-1223