Estimating an affine term structure model of interest rates with correlated noise

• Shu WU,

  Roles Conceptualization, Data curation, Formal analysis

  Affiliation Sino-German College, University of Shanghai for Science and Technology, Shanghai, PR China

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• Rende Li

  Roles Methodology, Project administration, Resources, Software, Supervision, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: lirende@usst.edu.cn

  Affiliation Library, University of Shanghai for Science and Technology, Shanghai, PR China

  https://orcid.org/0000-0003-1056-8188

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