Tinbergen Institute / University of Amsterdam / VU University / Financial Research VU University / Erasmus University / Aarhus University / The Netherlands Institute / / /
IndustryTerm
grid search / bank asset purchase programs / bank asset purchases / closed form solutions / finance / /
Organization
Aarhus University / CREATES / Tinbergen Institute Amsterdam / Department of Econometrics / University of Amsterdam / European Central Bank / Erasmus University Rotterdam / VU University Amsterdam / Faculty of Economics and Business Administration / Tinbergen Institute / /
Person
Jan Koopman / Bernd Schwaab / Nelson Siegel / Gustav Mahlerplein / / /
TIIII Tinbergen Institute Discussion Paper A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard