A Gaussian approach for continous time models of the short-term interest rate
Jun Yu and Peter C. B. Phillips
| Year of publication: |
2001
|
|---|---|
| Authors: | Yu, Jun ; Phillips, Peter C. B. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 4.2001, 4, p. 210-224
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| Subject: | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Zinsstruktur | Yield curve | Theorie | Theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enth. in: Bd. 14.2011, 1, S. 126-129 In: The econometrics journal |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001651353