Analysis of the German term structure with robust cointegration methods
vorgelegt von Kai Carstensen
| Year of publication: |
2001
|
|---|---|
| Authors: | Carstensen, Kai |
| Publisher: |
Berlin : Pro Business |
| Subject: | Zinsstruktur | Yield curve | Einheitswurzeltest | Unit root test | Robustes Verfahren | Robust statistics | Kointegration | Cointegration | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Rentenmarkt | Zinsstrukturtheorie | Robuste Statistik |
| Extent: | XI, 151 S graph. Darst 21 cm |
|---|---|
| Series: | Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie. - Berlin : Pro Business, ZDB-ID 2285927-5. - Vol. Bd. 5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | English |
| Thesis: | Zugl.: Kiel, Univ., Diss., 2000 |
| ISBN: | 3-934529-65-8 |
| Classification: | Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001596537