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~institution:"Centre for Analytical Finance <Århus>"
~isPartOf:"CREATES Research Paper"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Risk"
~subject:"Theorie"
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CREATES Research Paper
Journal of international money and finance
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Regime switching in the yield curve
Christiansen, Charlotte
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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