Risk Premia and Volatilities in a Nonlinear Term Structure Model (Q5237833)
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scientific article; zbMATH DE number 7122397
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk Premia and Volatilities in a Nonlinear Term Structure Model |
scientific article; zbMATH DE number 7122397 |
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Risk Premia and Volatilities in a Nonlinear Term Structure Model (English)
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25 October 2019
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nonlinear term structure models
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expected excess returns
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stochastic volatility
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unspanned risk premia
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unspanned stochastic volatility
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