Staying on Top of the Curve : A Cascade Model of Term Structure Dynamics

Autor:	Calvet, Laurent E., Fisher, Adlai J., Wu, Liuren
Zdroj:	The Journal of Financial and Quantitative Analysis, 2018 Apr 01. 53(2), 937-963.
Databáze:	JSTOR Journals
Externí odkaz:	https://www.jstor.org/stable/26591931 Zobrazit plný text záznamu