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

Poulsen, Rolf ; Hansen, Asbjørn. / A Simple Regime Switching Term Structure Model. In: Finance and Stochastics. 2000 ; Vol. 4, No. 4. pp. 409-429.

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