Estimation of dynamic term structure models
Gregory R. Duffee; Richard H. Stanton
| Year of publication: |
2012
|
|---|---|
| Authors: | Duffee, Greg ; Stanton, Richard |
| Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 2.2012, 2, p. 801-851
|
| Subject: | Zinsrisiko | Interest rate risk | Risikoprämie | Risk premium | Momentenmethode | Method of moments | Simulation | Zustandsraummodell | State space model | Zinsstruktur | Yield curve | Wahrscheinlichkeitsrechnung | Probability theory |
| Extent: | graph. Darst. |
|---|---|
| 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/10009671287