Term structure of risk under alternative econometric specifications (Q292020)
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scientific article; zbMATH DE number 6591968
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Term structure of risk under alternative econometric specifications |
scientific article; zbMATH DE number 6591968 |
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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0.7746224403381348
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0.7710010409355164
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0.7680380344390869
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0.7598897814750671
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0.7583076357841492
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