Risk Premia and Volatilities in a Nonlinear Term Structure Model (Q5237833)

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scientific article; zbMATH DE number 7122397
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Risk Premia and Volatilities in a Nonlinear Term Structure Model
scientific article; zbMATH DE number 7122397

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    Risk Premia and Volatilities in a Nonlinear Term Structure Model (English)
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    25 October 2019
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    nonlinear term structure models
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    expected excess returns
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    stochastic volatility
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    unspanned risk premia
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    unspanned stochastic volatility
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