Discrete time Wishart term structure models
Christian Gourieroux; Razvan Sufana
| Year of publication: |
2011
|
|---|---|
| Authors: | Gouriéroux, Christian ; Sufana, Razvan |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 35.2011, 6, p. 815-824
|
| Subject: | Zinsstruktur | Yield curve |
| 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/10009241681