Regime-switching stochastic volatility and short-term interest rates
| Year of publication: |
2004
|
|---|---|
| Authors: | Kalimipalli, Madhu ; Susmel, Raul |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 11.2004, 3, p. 309-330
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