Missing data and interpolation in dynamic term structure models
Vlad Pavlov
| Year of publication: |
2004
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|---|---|
| Authors: | Pavlov, Vlad |
| Published in: |
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]. - Cheltenham [u.a.] : Elgar, ISBN 1-84376-617-5. - 2004, p. 162-175
|
| Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002544747