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Dynamic Inference for Term Structure Models with Unspanned Latent Risks

Referenz

Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis N. (2026). Dynamic Inference for Term Structure Models with Unspanned Latent Risks. Presented at the 35th European Meeting of Statisticians, Lugano, Switzerland.

Publikationsart

Präsentation auf wissenschaftlicher Konferenz