%0 Journal Article %1 Driessen2005 %A Driessen, Joost %A Melenberg, Bertrand %A Nijman, Theo %D 2005 %J Journal of Econometrics %K Model misspecification %N 1 %P 201--232 %T Testing affine term structure models in case of transaction costs %U http://www.sciencedirect.com/science/article/B6VC0-4D99V4W-1/2/521fa832455caf0afd3db9df3e0da773 %V 126

@article{Driessen2005, added-at = {2008-04-21T22:02:42.000+0200}, author = {Driessen, Joost and Melenberg, Bertrand and Nijman, Theo}, biburl = {https://www.bibsonomy.org/bibtex/28b8ebb00c7ba1d8ee429fd6f896999c9/smicha}, description = {Journal of Econometrics}, interhash = {dc214cce1f25f7ebdc88d7c18a60f894}, intrahash = {8b8ebb00c7ba1d8ee429fd6f896999c9}, journal = {Journal of Econometrics}, keywords = {Model misspecification}, month = May, number = 1, pages = {201--232}, timestamp = {2008-04-21T22:04:04.000+0200}, title = {Testing affine term structure models in case of transaction costs}, url = {http://www.sciencedirect.com/science/article/B6VC0-4D99V4W-1/2/521fa832455caf0afd3db9df3e0da773}, volume = 126, year = 2005 }