• Title of article

    Multivariate term structure models with level and heteroskedasticity effects

  • Author/Authors

    Charlotte Christiansen، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2005
  • Pages
    21
  • From page
    1037
  • To page
    1057
  • Keywords
    Heteroskedasticity effects , Multivariate level-GARCH model , Level effects , Two-factor termstructure model
  • Journal title
    Journal of Banking and Finance
  • Serial Year
    2005
  • Journal title
    Journal of Banking and Finance
  • Record number

    193722

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=193722