Parametric Estimation of Quadratic Term Structure Models of Interest Rates
| Year of publication: |
2003-08-01
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|---|---|
| Authors: | Poor, H. Vincent ; Chen, Li |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Nonlinear Filtering | Quasi-Maximum Likelihood Estimation | Quadratic Term Structure Models |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 22 |
| Classification: | C32 - Time-Series Models ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation |
| Source: |
Persistent link: https://www.econbiz.de/10005345725