Multivariate term structure models with level and heteroskedasticity effects
Year of publication: |
2005
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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
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