Empirical tests of two state-variable Heath-Jarrow-Morton models
by Robert R. Bliss ; Peter Ritchken
| Year of publication: |
1996
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|---|---|
| Authors: | Bliss, Robert R. |
| Other Persons: | Ritchken, Peter H. (contributor) |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 28.1996, 3, p. 452-476
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| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Zinstheorie | Theory of interest | Theorie | Theory | Schätzung | Estimation | USA | United States | 1982-1994 |
| Series: | |
|---|---|
| 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/10001334599