Identification and estimation of Gaussian affine term structure models with regime switching
Gang Wang
| Year of publication: |
2014
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|---|---|
| Authors: | Wang, Gang |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 4.2014, 3, p. 148-159
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| Subject: | Regime Switching | GDTSMs | Identification | Estimation | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Schätztheorie | Estimation theory | Ökonometrisches Modell | Econometric model | Schätzung |
| 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/10010400123