Nonparametric estimation of a multifactor Heath-Jarrow-Morton model: an integrated approach
Andrew Jeffrey ...
| Year of publication: |
2004
|
|---|---|
| Authors: | Jeffrey, Andrew ; Kristensen, Dennis ; Linton, Oliver ; Nguyen, Thong ; Phillips, Peter C. B. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 2.2004, 2, p. 251-289
|
| Subject: | Zero-Bond | Zero-coupon bond | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | 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/10002214284