%0 Journal Article %1 Bams2003 %A Bams, Dennis %A Schotman, Peter C. %D 2003 %J Journal of Econometrics %K Principal analysis components %N 1 %P 179--206 %T Direct estimation of the risk neutral factor dynamics of Gaussian term structure models %U http://www.sciencedirect.com/science/article/B6VC0-48CX2H5-2/2/dd9fc8fc1c06ce1c3067a1ba62c82002 %V 117

@article{Bams2003, added-at = {2008-04-21T22:02:42.000+0200}, author = {Bams, Dennis and Schotman, Peter C.}, biburl = {https://www.bibsonomy.org/bibtex/24fff3df67030508c9f8d7c95f89ddaeb/smicha}, description = {Journal of Econometrics}, interhash = {e07aa4be328e718019b1d0edfc53b42b}, intrahash = {4fff3df67030508c9f8d7c95f89ddaeb}, journal = {Journal of Econometrics}, keywords = {Principal analysis components}, month = Nov, number = 1, pages = {179--206}, timestamp = {2008-04-21T22:04:23.000+0200}, title = {Direct estimation of the risk neutral factor dynamics of Gaussian term structure models}, url = {http://www.sciencedirect.com/science/article/B6VC0-48CX2H5-2/2/dd9fc8fc1c06ce1c3067a1ba62c82002}, volume = 117, year = 2003 }