Correcting estimation bias in regime switching dynamic term structure models
Crossref DOI link: https://doi.org/10.1007/s11156-023-01182-z
Published Online: 2023-07-20
Published Print: 2023-10
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cho, Sungjun
Liu, Liu https://orcid.org/0000-0002-2815-7451
Text and Data Mining valid from 2023-07-20
Version of Record valid from 2023-07-20
Article History
Accepted: 13 June 2023
First Online: 20 July 2023