Vector equilibrium correction models with non-linear discontinuous adjustments
Bec, Frederique and Rahbek, Anders
Vector equilibrium correction models with non-linear discontinuous adjustments J5709 2004 - 2004 - 628-651 V. 07 Issue. 2
Econometrics
Cointegration;Non Linear adjustment;Term structure;
Vector equilibrium correction models with non-linear discontinuous adjustments J5709 2004 - 2004 - 628-651 V. 07 Issue. 2
Econometrics
Cointegration;Non Linear adjustment;Term structure;