%0 Journal Article %1 Christiansen2005 %A Christiansen, Charlotte %D 2005 %J Journal of Banking & Finance %K Heteroskedasticity effects %N 5 %P 1037--1057 %T Multivariate term structure models with level and heteroskedasticity effects %U http://www.sciencedirect.com/science/article/B6VCY-4D1R4RJ-4/1/3282822729496e9f4d274906cf8729c0 %V 29

@article{Christiansen2005, added-at = {2008-04-22T13:53:19.000+0200}, author = {Christiansen, Charlotte}, biburl = {https://www.bibsonomy.org/bibtex/219d19e1007d8dace5bd1d228be19dd6a/smicha}, description = {Journal of Banking & Finance}, interhash = {e48441aa9a7d8ca48ef5b7f721a652b1}, intrahash = {19d19e1007d8dace5bd1d228be19dd6a}, journal = {Journal of Banking \& Finance}, keywords = {Heteroskedasticity effects}, month = May, number = 5, pages = {1037--1057}, timestamp = {2008-04-22T13:57:21.000+0200}, title = {Multivariate term structure models with level and heteroskedasticity effects}, url = {http://www.sciencedirect.com/science/article/B6VCY-4D1R4RJ-4/1/3282822729496e9f4d274906cf8729c0}, volume = 29, year = 2005 }