Term structure of risk under alternative econometric specifications (Q292020): Difference between revisions
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Property / author: Q221859 / rank | |||
Property / author | |||
Property / author: Allan G. Timmermann / rank | |||
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Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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Property / zbMATH DE Number: 6591968 / rank | |||
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Property / zbMATH Keywords | |||
term structure of risk | |||
Property / zbMATH Keywords: term structure of risk / rank | |||
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nonlinear econometric models | |||
Property / zbMATH Keywords: nonlinear econometric models / rank | |||
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simulation methods | |||
Property / zbMATH Keywords: simulation methods / rank | |||
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Property / MaRDI profile type: MaRDI publication profile / rank | |||
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Property / OpenAlex ID: W3123373690 / rank | |||
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Property / cites work | |||
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Property / cites work: Q5388117 / rank | |||
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Latest revision as of 04:07, 12 July 2024
scientific article
Language | Label | Description | Also known as |
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English | Term structure of risk under alternative econometric specifications |
scientific article |
Statements
Term structure of risk under alternative econometric specifications (English)
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10 June 2016
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term structure of risk
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nonlinear econometric models
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simulation methods
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