Switching Varma Term Structure Models
Year of publication: |
[2007]
|
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Authors: | Monfort, Alain |
Other Persons: | Pegoraro, Fulvio (contributor) |
Publisher: |
[2007]: [S.l.] : SSRN |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
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Type of publication: | Book / Working Paper |
Notes: | In: Journal of Financial Econometrics, Vol. 5, No. 1, pp. 105-153, 2007 Volltext nicht verfügbar |
Classification: | C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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