Structuring volatile Swiss interest rates : some evidence on the present value model and a VAR-VARCH approach
by Robert M. Kunst and Wolfgang Polasek
| Year of publication: |
1994
|
|---|---|
| Authors: | Kunst, Robert M. |
| Other Persons: | Polasek, Wolfgang (contributor) |
| Published in: |
Econometric analysis of financial markets. - Heidelberg : Physica-Verl., ISBN 0-387-91476-5. - 1994, p. 105-128
|
| Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schweiz | Switzerland |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001284433