Reference
Dubiel-Teleszynski, T., Kalogeropoulos, K., & Karouzakis, N. (2025). On unspanned latent risks in dynamic term structure models. Presented at the 19th International Joint Conference CFE-CMStatistics on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), London, UK.
Publication Type
Presentation at Scholarly Conference