Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Ren-Raw Chen and Louis Scott
| Year of publication: |
1993
|
|---|---|
| Authors: | Chen, Ren-Raw |
| Other Persons: | Scott, Louis O. (contributor) |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 3.1993, 3, p. 14-31
|
| Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Öffentliche Anleihe | Public bond | USA | United States | 1980-1990 |
| 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/10001157476