Stationary and nonstationary behaviour of the term structure : a nonparametric characterization
Clive G. Bowsher & Roland Meeks
| Year of publication: |
2013
|
|---|---|
| Authors: | Bowsher, Clive G. ; Meeks, Roland |
| Published in: |
Applied mathematical finance. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1350-486X, ZDB-ID 1282409-4. - Vol. 20.2013, 1/2, p. 137-166
|
| Subject: | Theorie | Theory | Zinsstruktur | Yield curve | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
| 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://ebvufind01.dmz1.zbw.eu/10009737172