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isPartOf:"Finance research letters"
~isPartOf:"Discussion paper / Tinbergen Institute"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft"
~person:"Monfort, Alain"
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Finance research letters
Discussion paper / Tinbergen Institute
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
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Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
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