Multivariate term structure models with level and heteroskedasticity effects

Charlotte Christiansen

Journal of Banking & Finance, 2005, vol. 29, issue 5, 1037-1057

Date: 2005
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Citations: View citations in EconPapers (17)

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Working Paper: Multivariate Term Structure Models with Level and Heteroskedasticity Effects (2003)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jbfina:v:29:y:2005:i:5:p:1037-1057

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