Change-points in affine arbitrage-free term structure models
Siddhartha Chib; Kyu Ho Kang
| Year of publication: |
2013
|
|---|---|
| Authors: | Chib, Siddhartha ; Kang, Kyu Ho |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 11.2013, 2, p. 302-334
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | CAPM | Arbitrage Pricing | Arbitrage pricing |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009745891