Linear-price term structure models
C. Gourieroux,; A. Monfort
| Year of publication: |
2013
|
|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 24.2013, p. 24-41
|
| Subject: | Linear term structure model | Hidden Markov chain | Finite dimensional dependence | Binding floor | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Theorie | 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/10010371993