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Kenneth J Singleton
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Forward rate
Risk premium
Maximum likelihood
Discrete time and continuous time
Computer simulation
Credit spread
Nonlinear system
Risk aversion
Risk factor
Rational expectations
Interest rate
Working paper
Likelihood function
Affine term structure model
Goodness of fit
Monetary policy
Developing country
Valuation of options
Fourier transform
Empirical evidence
Yield curve
Conditional probability distribution
Factor analysis
Bond valuation
Time series
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Forward rate
Risk premium
Maximum likelihood
Discrete time and continuous time
Computer simulation
Credit spread
Nonlinear system
Risk aversion
Risk factor
Rational expectations
Interest rate
Working paper
Likelihood function
Affine term structure model
Goodness of fit
Monetary policy
Developing country
Valuation of options
Fourier transform
Empirical evidence
Yield curve
Conditional probability distribution
Factor analysis
Bond valuation
Time series
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Kenneth J Singleton
University Of Virginia
64
Kenneth J Singleton
Stanford University
34
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