Peter J. G. Vlaar
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Person:2889590
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| An affine two-factor heteroskedastic macro-finance term structure model Applied Mathematical Finance | 2012-06-08 | Paper |
| Multivariate Feller conditions in term structure models: Why do(n't) we care? | 2008-04-07 | Paper |
| ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS Econometric Theory | 2005-10-18 | Paper |
Research outcomes over time
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