Dynamic Inference in Term Structure Models with Unspanned Latent Risks

Fuente: arXiv

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Bibliographic Details
Main Authors:	Dubiel-Teleszynski, Tomasz, Kalogeropoulos, Konstantinos, Karouzakis, Nikolaos
Format:	Preprint
Published:	2022
Subjects:	Applications Methodology 9{\S}B84 (Primary) 62L12, 62M20, 62P20 (Secondary)
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2205.00098