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schema:citation
  • Carriero, A., Clark, T., Marcellino, M. (2021). Journal of Applied Econometrics, 36(5), 495-516.
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  • Download (en)
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is schema:dataset of
schema:datePublished
  • 2021
schema:identifier
  • 10.15456/jae.2022327.0718170173
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  • eng
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  • Collection
schema:name
  • No‐arbitrage priors drifting volatilities and the term structure of interest rates replication data (en)
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schema:version
  • 1.0.0