Term structure of risk under alternative econometric specifications
Year of publication: |
2004
|
---|---|
Authors: | Guidolin, Massimo ; Timmermann, Allan |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | Zinsstruktur | Yield curve | Risiko | Risk | Simulation | Risikomaß | Risk measure | Nichtlineare Regression | Nonlinear regression | Ökonometrisches Modell | Econometric model |
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