Reference
Fulvio Pegoraro (Banque de France and CREST), “No-Arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth”, Financial Econometrics Conference, Toulouse, France, May 21–22, 2010.
See also
Published in
Financial Econometrics Conference, Toulouse, France, May 21–22, 2010