Parsimonious modeling of yield curves
Charles R. Neslon ; Andrew F. Siegel
| Year of publication: |
1987
|
|---|---|
| Authors: | Nelson, Charles R. |
| Other Persons: | Siegel, Andrew F. (contributor) |
| Published in: |
The journal of business : B. - Chicago, Ill. : Univ. of Chicago Press, ISSN 0021-9398, ZDB-ID 241617-7. - Vol. 60.1987, 4, p. 473-489
|
| Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Schätztheorie | Estimation theory | USA | United States | 1981-1983 |
| 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/10001037645