Multivariate term structure models with level and heteroskedasticity effects

Charlotte Christiansen

Year of publication:	2002
Authors:	Christiansen, Charlotte
Publisher:	Aarhus
Subject:	ARCH-Modell \| ARCH model \| Volatilität \| Volatility \| Zins \| Interest rate \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| Theorie \| Theory \| Heteroskedastizität \| Heteroscedasticity

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