Another look at models of the short-term interest rate
Year of publication: |
1996
|
---|---|
Authors: | Brenner, Robin James |
Other Persons: | Harjes, Richard H. (contributor) ; Kroner, Kenneth F. (contributor) |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 31.1996, 1, p. 85-107
|
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | USA | United States | 1973-1990 |
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