Estimating time-varying factors’ variance in the string-term structure model with stochastic volatility
Article in Research in International Business and Finance (June 2024)
The most recent citing publications are shown below. View all 5 publications that cite this research output on Dimensions.
Article in Research in International Business and Finance (June 2024)
Article in Computational Management Science (April 2024)
Book chapter (June 2019)