Term structure of risk under alternative econometric specifications
Massimo Guidolin, Allan Timmermann
| Year of publication: |
2006
|
|---|---|
| Authors: | Guidolin, Massimo ; Timmermann, Allan |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 131.2006, 1/2, p. 285-308
|
| Subject: | Zinsstruktur | Yield curve | Risiko | Risk | Simulation | Risikomaß | Risk measure | Nichtlineare Regression | Nonlinear regression | Ökonometrisches Modell | Econometric model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003298584