Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors
type: Item
instance of: scholarly article
title: Estimating the Term Premium by a Markov Switching Model with ARMA-GARCH Errors
zbMATH Open document ID: 1193.91161
DOI: 10.2202/1558-3708.1398
author: B. H. Yoo
published in: Studies in Nonlinear Dynamics & Econometrics
publication date: 2010-07-02T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 5729913
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.2202/1558-3708.1398
OpenAlex ID: W1996000869
description: scientific article