A new perspective on Gaussian dynamic term structure models
Scott Joslin; Kenneth J. Singleton; Haoxiang Zhu
| Year of publication: |
2011
|
|---|---|
| Authors: | Joslin, Scott ; Singleton, Kenneth J. ; Zhu, Haoxiang |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 24.2011, 3, p. 926-970
|
| Subject: | Zinsstruktur | Yield curve | Dynamische Wirtschaftstheorie | Economic dynamics | Stochastischer Prozess | Stochastic process | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Staatspapier | Government securities | Theorie | Theory | USA | United States | 1992-2006 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008934088