TIIII Tinbergen Institute Discussion Paper A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard

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Date: 2014-09-23 15:23:41 Financial economics Yield curve Stochastic volatility Volatility Normal distribution Kalman filter Economic model Autoregressive conditional heteroskedasticity Statistical model Statistics Mathematical finance Economics		TIIII Tinbergen Institute Discussion Paper A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Add to Reading List Source URL: www.greta.it Download Document from Source Website File Size: 678,70 KB Share Document on Facebook

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