Modelling interest rate volatility: Regime switches and level links

Weltwirtschaftliches Archiv

Volumn 132, Issue 2, 1996, Pages 236-258

  Dewachter, Hans ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030559256     PISSN: 00432636     EISSN: None     Source Type: Journal    
DOI: 10.1007/bf02707806     Document Type: Article

References (17)

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