Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors

DOI10.2202/1558-3708.1398zbMATH Open1193.91161OpenAlexW1996000869MaRDI QIDQ3574765

Author name not available (Why is that?)

Publication date: 2 July 2010

Published in: (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2202/1558-3708.1398

Mathematics Subject Classification ID

No records found.

This page was built for publication: Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3574765)