The term structure of interest rates under regime shifts and jumps (Q1929464): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2006.05.006 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2064135781 / rank | |||
Normal rank | |||
Revision as of 20:57, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The term structure of interest rates under regime shifts and jumps |
scientific article |
Statements
The term structure of interest rates under regime shifts and jumps (English)
0 references
8 January 2013
0 references
term structure
0 references
regime switching
0 references
jump diffusion
0 references
marked point process
0 references
