Parameter uncertainty and the rational expectations model of the term structure
Year of publication: |
1995
|
---|---|
Authors: | Ederington, Louis H. ; Huang, Chao-Hsi |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 19.1995, 2, p. 207-223
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Variance Bound Tests of Bond Market Efficiency
Huang, Chao-Hsi, (1993)
-
Parameter uncertainty and the rational expectations model of the term structure
Ederington, Louis H., (1995)
-
Variance bound tests of bond market efficiency
Huang, Chao-hsi, (1993)
- More ...