Term structure of risk under alternative econometric specifications

Massimo Guidolin and Allan Timmermann

Journal of Econometrics, 2006, vol. 131, issue 1-2, 285-308

Date: 2006
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Working Paper: Term structure of risk under alternative econometric specifications (2005)
Working Paper: Term Structure of Risk Under Alternative Econometric Specifications (2004)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:econom:v:131:y:2006:i:1-2:p:285-308

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