Estimation of a linear Gaussian model
Vladimir Danesi ; Valentine Genon-Catalot ; Jean-Paul Laurent
| Year of publication: |
1998
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|---|---|
| Authors: | Danesi, Vladimir ; Genon-Catalot, Valentine ; Laurent, Jean-Paul |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 19.1998, 2, p. 41-69
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| Subject: | Portfolio-Management | Portfolio selection | Zinsstruktur | Yield curve | Theorie | Theory | Statistische Verteilung | Statistical distribution | Geldmarkt | Money market | Zins | Interest rate | Frankreich | France |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zsfassung in franz. Sprache In: Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001476773