Department of Economics and Business Economics

Martin Møller Andreasen

The SR Approach: A New Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Original languageEnglish
JournalJournal of Econometrics
Volume184
Issue2
Pages (from-to)420-451
ISSN0304-4076
DOIs
Publication statusPublished - 2015

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