Correcting estimation bias in regime switching dynamic term structure models

Liu Liu, Sungjun Cho

Research output: Contribution to conferencePaperpeer-review

Original languageEnglish
Publication statusPublished - 20 Dec 2016
Event10th International Conference on Computational and Financial Econometrics - Paris, France
Duration: 20 Dec 2016 → …

Conference

Conference10th International Conference on Computational and Financial Econometrics
Country/TerritoryFrance
CityParis
Period20/12/16 → …

Cite this