Long Memory Affine Term Structure Models

Golinski, Adam orcid.org/0000-0001-8603-1171 and Zaffaroni, Paolo (2016) Long Memory Affine Term Structure Models. Journal of Econometrics. pp. 33-56. ISSN 0304-4076

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Item Type: Article
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© 2015 Elsevier B.V. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details

Keywords: C32,C58,JEL classification G12
Dates:
  • Published: March 2016
  • Published (online): 19 October 2015
  • Accepted: 25 September 2015
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > Economics and Related Studies (York)
Depositing User: Pure (York)
Date Deposited: 05 May 2016 14:30
Last Modified: 08 Feb 2025 00:15
Published Version: https://doi.org/10.1016/j.jeconom.2015.09.006
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.jeconom.2015.09.006
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Filename: paper_6Sept2015.pdf

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