Identification of maximal affine term structure models

Keyphrases

• Affine Model 50%
• Affine Term Structure Models 100%
• Curve Data 50%
• Economic Interpretation 50%
• Fama-French Five-factor Model 50%
• MaxEnt Model 50%
• Model-independent 50%
• Multi-factor Model 50%
• Quadratic Covariation 50%
• Singleton 50%
• State Vector 100%
• Yield Curve 50%

Economics, Econometrics and Finance

• Factor Model 50%
• Yield Curve 100%