Modeling the conditional distribution of interest rates as a regime-switching process
| Year of publication: |
1996
|
|---|---|
| Authors: | Gray, Stephen F. |
| Published in: |
Journal of Financial Economics. - Elsevier, ISSN 0304-405X. - Vol. 42.1996, 1, p. 27-62
|
| Publisher: |
Elsevier |