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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479
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Value at risk using the factor-ARCH model
Christiansen, Charlotte - 1998
Persistent link: https://www.econbiz.de/10000994075
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Credit spreads and the term structure of interest rates
Christiansen, Charlotte - 2000
Persistent link: https://www.econbiz.de/10001613830