Cointegration and exponential-affine models of the term structure

Jes Taulbjerg

Year of publication:	Nov. 2002 ; [Elektronische Resource]
Other Persons:	Taulbjerg, Jes (contributor)
Institutions:	Centre for Analytical Finance <Århus> (contributor)
Publisher:	Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business
Subject:	Zinsstruktur \| Yield curve \| Einheitswurzeltest \| Unit root test \| Kointegration \| Cointegration \| Statistischer Test \| Statistical test \| Theorie \| Theory

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