Term structure of risk under alternative econometric specifications

Journal of Econometrics

Volumn 131, Issue 1-2, 2006, Pages 285-308

  Guidolin, Massimo ^a   Timmermann, Allan ^b  

^a UNIVERSITY OF VIRGINIA   (United States)

^b UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Nonlinear econometric models; Simulation methods; Term structure of risk

Indexed keywords

COMPUTER SIMULATION; INDUSTRIAL ECONOMICS; INVENTORY CONTROL; MATHEMATICAL MODELS; NONLINEAR SYSTEMS; TECHNOLOGICAL FORECASTING;

BOOTSTRAP; NONLINEAR ECONOMETRIC MODELS; SIMULATION METHODS; TERM STRUCTURE OF RISK;

RISKS;

EID: 33644507172     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2005.01.033     Document Type: Conference Paper

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