Pitfalls in smoothing interest rate term structure data : equilibrium models and spline approximations
| Year of publication: |
1984
|
|---|---|
| Authors: | Shea, Gary S. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 19.1984, 3, p. 253-269
|
| Subject: | Kapitalzinsstruktur | Ökonometrik Schätzung |
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