Semi-parametric modelling of the term structure
Year of publication: |
1997
|
---|---|
Authors: | Bianchi, Marco ; Orszag, Jonathan Michael ; Steeley, James M. |
Institutions: | Birkbeck College / Department of Economics (contributor) |
Publisher: |
London : Dep. of Economics, Birkbeck College |
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Volatilität | Volatility | Simulation | Theorie | Theory | Großbritannien | United Kingdom |
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