Browse by People


Up a level
Export as [feed] RSS [feed] RSS 2.0 Short Author List
Number of items: 1.


Bu, R ORCID: 0000-0002-3947-3038, Giet, L, Hadri, K and Lubrano, M
(2011) Modeling Multivariate Interest Rates Using Time-Varying Copulas and Reducible Nonlinear Stochastic Differential Equations. Journal of Financial Econometrics, 9 (1). 198 - 236.

This list was generated on Thu May 21 13:20:15 2020 BST.