On the estimation and comparison of short-rate models using the generalised method of moments
Robert Faff, Philip Gray
| Year of publication: |
2006
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|---|---|
| Authors: | Faff, Robert W. ; Gray, Philip K. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 11, p. 3131-3146
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| Subject: | Zins | Interest rate | Theorie | Theory | USA | United States | Momentenmethode | Method of moments | Mean Reversion | Mean reversion |
| 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/10003386438