A macro-finance term structure model with multivariate stochastic volatility
Laurini, Márcio P., Caldeira, João F.Volume:
44
Language:
english
Journal:
International Review of Economics & Finance
DOI:
10.1016/j.iref.2016.03.008
Date:
July, 2016
File:
PDF, 4.50 MB
english, 2016