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Department of Economics and Business Economics

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 newspaper › Journal article › Research › peer-review

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The SR Approach A New Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models_postprint_2014
Accepted manuscript, 842 KB, PDF document

DOI

https://doi.org/10.1016/j.jeconom.2014.10.002

Original language	English
Journal	Journal of Econometrics
Volume	184
Issue	2
Pages (from-to)	420-451
ISSN	0304-4076
DOIs	https://doi.org/10.1016/j.jeconom.2014.10.002
Publication status	Published - 2015

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