GARCH models of term structure term premia : a cautionary note
Year of publication: |
1995
|
---|---|
Authors: | Henry, Ólan Thomas John |
Publisher: |
Parkville, Victoria |
Subject: | Zinsstruktur | Yield curve | Ökonometrie | Econometrics | Theorie | Theory | Schätztheorie | Estimation theory | USA | United States | 1970-1986 |
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