Modeling the conditional distribution of interest rates as a regime-switching process
Stephen F. Gray
| Year of publication: |
1996
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|---|---|
| Authors: | Gray, Stephen |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 42.1996, 1, p. 27-62
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| Subject: | Zins | Interest rate | Volatilität | Volatility | Schätztheorie | Estimation theory | USA | United States | 1970-1994 |
| 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/10001205760