Short-term interest rates as subordinated diffusions
Timothy G. Conley ..
| Year of publication: |
1997
|
|---|---|
| Authors: | Conley, Timothy G. ; Hansen, Lars Peter ; Luttmer, Erzo Gerrit Jan ; Scheinkman, José Alexandre |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 3, p. 525-577
|
| Subject: | Zinsstruktur | Yield curve | Geldmarkt | Money market | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | USA | United States | 1970-1997 |
| Extent: | Graph. Darst |
|---|---|
| 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/10001227983