A comparison of multi-factor term structure models for interbank rates
Frank J. Fabozzi, Francesco A. Fabozzi, Diana Tunaru
| Year of publication: |
2023
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|---|---|
| Authors: | Fabozzi, Frank J. ; Fabozzi, Francesco A. ; Tunaru, Diana |
| Subject: | Continuous-time models | Forecasting tests | Interbank rates | Multi-factor term structure models | Zinsstruktur | Yield curve | Theorie | Theory | Geldmarkt | Money market | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-023-01147-2 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014342033