Term structure of risk under alternative econometric specifications

Massimo Guidolin and Allan Timmermann

Year of publication:	Jan. 2005
Other Persons:	Guidolin, Massimo (contributor) ; Timmermann, Allan (contributor)
Publisher:	St. Louis, MO, : Federal Reserve Bank of St. Louis
Subject:	Zinsstruktur \| Yield curve \| Risiko \| Risk \| Simulation \| Risikomaß \| Risk measure \| Nichtlineare Regression \| Nonlinear regression \| Ökonometrisches Modell \| Econometric model

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