Modelling Interest Rate Volatility: Regime Switches and Level Links

HDR (Hans) Dewachter

Research output: Contribution to journalArticleAcademicpeer-review

4 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)236-258
Number of pages22
JournalWeltwirtschaftliches Archiv
Volume132
Issue number2
Publication statusPublished - 1996
Externally publishedYes

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