Multi-Lag Term Structures Models with Stochastic Risk Premia
Details
Serval ID
serval:BIB_5212776552A7
Type
Report: a report published by a school or other institution, usually numbered within a series.
Publication sub-type
Working paper: Working papers contain results presented by the author. Working papers aim to stimulate discussions between scientists with interested parties, they can also be the basis to publish articles in specialized journals
Collection
Publications
Institution
Title
Multi-Lag Term Structures Models with Stochastic Risk Premia
Institution details
CREST (Centre de Recherche en Economie et Statistiques)
Address
Malakoff Cedex, France
Issued date
2007
Genre
Discussion paper
Language
english
Create date
19/11/2012 16:51
Last modification date
20/08/2019 14:07
Usage data
