Dai, Q., & Singleton, K. J. (2001). Expectation puzzles, time-varying risk premia, and dynamic models of the term structure. National Bureau of Economic Research.
Chicago Style (17th ed.) CitationDai, Qiang, and Kenneth J. Singleton. Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure. Cambridge, Mass: National Bureau of Economic Research, 2001.
MLA (9th ed.) CitationDai, Qiang, and Kenneth J. Singleton. Expectation Puzzles, Time-varying Risk Premia, and Dynamic Models of the Term Structure. National Bureau of Economic Research, 2001.
Warning: These citations may not always be 100% accurate.