Estimating quadratic term structure models by non-linear filtering
Jes Taulbjerg
| Year of publication: |
2002
|
|---|---|
| Authors: | Taulbjerg, Jes |
| Publisher: |
Aarhus |
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Nichtlineare Regression | Nonlinear regression |
| Extent: | 36 S |
|---|---|
| Series: | Working paper. - Århus : [Department of Finance, Faculty of Business Administration, the Aarhus School of Business], ISSN 0907-6883, ZDB-ID 2951268-2. - Vol. 02.06 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 29 - 31 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001683219