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Kenneth J. Singleton

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

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Discrete-Time Dynamic Term Structure Models with Generalized Market Prices of Risk

With Anh Le and Qiang Dai.

Review of Financial Studies, Vol. 23, No. 5, 2010, 2184-2227.

http://dx.doi.org/10.1093/rfs/hhq007

Tags: Credit Risk, Econometric Methods, Fixed Income
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