An alternative approach for estimating the coefficients of the term structure equation : a two-factor model
Lourdes Gómez-del-Valle; Julia Martínez-Rodríguez
| Year of publication: |
2006
|
|---|---|
| Authors: | Gómez-del-Valle, Lourdes ; Martínez-Rodríguez, Julia |
| Published in: |
2006 Business & Economics Society International Conference ; Vol. 1. - Worcester, Mass.. - 2006, p. 117-125
|
| Subject: | Zinsstruktur | Yield curve | Wirtschaftsmodell | Economic model | Martingal | Martingale | Risikoneutralität | Risk neutrality | Nichtparametrisches Verfahren | Nonparametric statistics | Öffentliche Anleihe | Public bond | USA | United States |
| 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://ebvufind01.dmz1.zbw.eu/10003630292