Multiregime Term Structure Models
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Other versions of this item:
- Gouriéroux, C. & Scaillet, O., 1997. "Multiregime Term Structure Models," Discussion Papers (IRES - Institut de Recherches Economiques et Sociales) 1998002, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES), revised 00 Dec 1997.
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- Clement, E. & Gourieroux, C. & Monfort, A., 2000.
"Econometric specification of the risk neutral valuation model,"
Journal of Econometrics,
Elsevier, vol. 94(1-2), pages 117-143.
- E, Clement & Christian Gourieroux & Alain Monfort, 1997. "Econometric Specification of the Risk Neutral Valuation Model," Working Papers 97-33, Center for Research in Economics and Statistics.
- Clément, E. & Gourieroux, Christian & Monfort, Alain, 1997. "Econometric specification of the risk neutral valuation model," CEPREMAP Working Papers (Couverture Orange) 9706, CEPREMAP.
More about this item
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
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