Level-ARCH short rate models with regime switching: Bivariate modeling of US and European short rates
| Year of publication: |
2008
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|---|---|
| Authors: | Christiansen, Charlotte |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 17.2008, 5, p. 925-949
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