Dynamic inference in term structure models with unspanned latent risks

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2026). Dynamic inference in term structure models with unspanned latent risks.

Arbeitspapier

Liechtenstein Business School Finanzökonomie

https://dx.doi.org/10.48550/arxiv.2205.00098