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Estimating time-varying factors' variance in the string-ter..:
Almeida, Thiago Ramos
Research in International Business and Finance. 70 (2024) - p. 102337 , 2024
Link:
https://doi.org/10.1016/j.ribaf.2024.102337
RT Journal T1 <Title>Estimating time-varying factors' variance in the string-term structure model with stochastic volatility</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.ribaf.2024.102337&Exemplar=1&LAN=DE A1 Almeida, Thiago Ramos PB Elsevier BV YR 2024 SN 0275-5319 JF Research in International Business and Finance VO 70 SP 102337 LK http://dx.doi.org/https://doi.org/10.1016/j.ribaf.2024.102337 DO https://doi.org/10.1016/j.ribaf.2024.102337 SF ELIB - SuUB Bremen
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