Department of Economics and Business Economics

Multivariate Term Structure Models with Level and Heteroskedasticity Effects

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

  • School of Economics and Management
Original languageEnglish
JournalJournal of Banking and Finance
Volume29
Issue5
Pages (from-to)1037-1057
Publication statusPublished - 2005

See relations at Aarhus University Citationformats

ID: 2423493