Estimation of continuous-time models for stock returns and interest rates
A. Ronald Gallant ; George Tauchen
| Year of publication: |
1997
|
|---|---|
| Authors: | Gallant, A. Ronald |
| Other Persons: | Tauchen, George Eugene (contributor) |
| Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 1.1997, 1, p. 135-168
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| Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Zins | Interest rate | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | USA | United States | 1927-1987 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001337436