Adaptive interest rate modelling
Year of publication: |
2010
|
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Authors: | Guo, Mengmeng ; Härdle, Wolfgang Karl |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Zinsstrukturtheorie | Faktorenanalyse | Schätztheorie | Strukturbruch | Theorie | Schätzung | Schatzpapier | Saint Louis (Mo.) | CIR model | Interest rate | Local parametric approach | Time homogeneous interval | Adaptive statistical techniques |
Series: | SFB 649 Discussion Paper ; 2010,029 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 628584741 [GVK] hdl:10419/39290 [Handle] |
Classification: | E44 - Financial Markets and the Macroeconomy ; G12 - Asset Pricing ; G32 - Financing Policy; Capital and Ownership Structure ; N22 - U.S.; Canada: 1913- |
Source: |
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