Correcting estimation bias in regime switching dynamic term structure models

Research output: Contribution to conference › Paper › peer-review

Original language	English
Publication status	Published - 20 Dec 2016
Event	10th International Conference on Computational and Financial Econometrics - Paris, France Duration: 20 Dec 2016 → …

Conference	10th International Conference on Computational and Financial Econometrics
Country/Territory	France
City	Paris
Period	20/12/16 → …

Cite this

@conference{501e1b7c98294dc2a185d748071468ea,

title = "Correcting estimation bias in regime switching dynamic term structure models",

author = "Liu Liu and Sungjun Cho",

year = "2016",

month = dec,

day = "20",

language = "English",

note = "10th International Conference on Computational and Financial Econometrics ; Conference date: 20-12-2016",

}