A Simple Regime Switching Term Structure Model
Research output: Contribution to journal › Journal article › Research › peer-review
Standard
A Simple Regime Switching Term Structure Model. / Poulsen, Rolf; Hansen, Asbjørn.
In: Finance and Stochastics, Vol. 4, No. 4, 2000, p. 409-429.Research output: Contribution to journal › Journal article › Research › peer-review
Harvard
Poulsen, R & Hansen, A 2000, 'A Simple Regime Switching Term Structure Model', Finance and Stochastics, vol. 4, no. 4, pp. 409-429.
APA
Poulsen, R., & Hansen, A. (2000). A Simple Regime Switching Term Structure Model. Finance and Stochastics, 4(4), 409-429.
Vancouver
Poulsen R, Hansen A. A Simple Regime Switching Term Structure Model. Finance and Stochastics. 2000;4(4):409-429.
Author
Bibtex
@article{f5b8bb4074c711dbbee902004c4f4f50,
title = "A Simple Regime Switching Term Structure Model",
author = "Rolf Poulsen and Asbj{\o}rn Hansen",
year = "2000",
language = "English",
volume = "4",
pages = "409--429",
journal = "Finance and Stochastics",
issn = "0949-2984",
publisher = "Springer",
number = "4",
}
RIS
TY - JOUR
T1 - A Simple Regime Switching Term Structure Model
AU - Poulsen, Rolf
AU - Hansen, Asbjørn
PY - 2000
Y1 - 2000
M3 - Journal article
VL - 4
SP - 409
EP - 429
JO - Finance and Stochastics
JF - Finance and Stochastics
SN - 0949-2984
IS - 4
ER -
ID: 175473