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
Pages (from-to)1037-1057
Publication statusPublished - 2005

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ID: 2423493