A three-factor yield curve model : non- affine structure, systematic risk sources and gereralized duration
Francis X. Diebold, Lei Ji and Canlin Li
| Year of publication: |
2006
|
|---|---|
| Authors: | Diebold, Francis X. ; Ji, Lei ; Li, Canlin |
| Published in: |
Long-run growth and short-run stabilization : essays in memory of Albert Ando. - Cheltenham [u.a.] : Elgar, ISBN 1-84376-643-4. - 2006, p. 240-274
|
| Subject: | Finanzmarkt | Financial market | Kapitaleinkommen | Capital income | Arbitrage Pricing | Arbitrage pricing | Ökonometrisches Modell | Econometric model | 1971-2001 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003374092