Estimating VAR models for the term structure of interest rates
| Year of publication: |
2008
|
|---|---|
| Authors: | Vereda, Luciano ; Lopes, Hélio ; Fukuda, Regina |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 42.2008, 2, p. 548-559
|