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

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

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Publication:3574765

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




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