Multivariate term structure models with level and heteroskedasticity effects
Year of publication: |
2005
|
---|---|
Authors: | Christiansen, Charlotte |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 29.2005, 5, p. 1037-1058
|
Saved in:
Saved in favorites
Similar items by person
-
The Risk-Return Trade-Off in Human Capital Investment
Christiansen, Charlotte, (2006)
-
Regime Switching in the Yield Curve
Christiansen, Charlotte, (2002)
-
Regime switching in the yield curve
Christiansen, Charlotte, (2004)
- More ...