Parsimonious modeling of yield curves
Year of publication: |
1987
|
---|---|
Authors: | Nelson, Charles R. |
Other Persons: | Siegel, Andrew F. (contributor) |
Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 60.1987, 4, p. 473-489
|
Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Schätztheorie | Estimation theory | USA | United States | 1981-1983 |
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