Design and Estimation of Multi-Currency Quadratic Models*
From MaRDI portal
Publication:5430112
DOI10.1093/rof/rfl002zbMath1141.91459OpenAlexW3124667911MaRDI QIDQ5430112
Publication date: 12 December 2007
Published in: Review of Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/rof/rfl002
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (3)
A quadratic Kalman filter ⋮ Term structure models and the zero bound: an empirical investigation of Japanese yields ⋮ ON VALUATION WITH STOCHASTIC PROPORTIONAL HAZARD MODELS IN FINANCE
This page was built for publication: Design and Estimation of Multi-Currency Quadratic Models*