GARCH Models of term Structure Term Premia: A Cautionary Note.
| Year of publication: |
1995
|
|---|---|
| Authors: | Henry, O.T.J. |
| Institutions: | Department of Economics, Faculty of Business and Economics |
| Subject: | ECONOMETRICS | ECONOMIC MODELS |
| Series: | |
|---|---|
| Type of publication: | Book / Working Paper |
| Notes: | Number 470 13 pages |
| Source: |
Persistent link: https://www.econbiz.de/10005458714