Estimation for factor models of term structure of interest rates with jumps: the case of the Taiwanese government bond market
| Year of publication: |
2001
|
|---|---|
| Authors: | Lin, Bing-Huei ; Yeh, Shih-Kuo |
| Published in: |
Journal of International Financial Markets, Institutions and Money. - Elsevier, ISSN 1042-4431. - Vol. 11.2001, 2, p. 167-197
|
| Publisher: |
Elsevier |