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Kenneth J. Singleton

Adams Distinguished Professor in Management, Emeritus, Stanford Graduate School of Business

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A New Perspective on Gaussian Dynamic Term Structure Models

With Scott Joslin and Haoxiang Zhu.

Review of Financial Studies, Vol. 24, 2011, 926-970.

http://dx.doi.org/10.1093/rfs/hhq128
Supplement

Tags: Econometric Methods, Fixed Income
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