Term structure analysis with big data

Martin M. Andreasen, Jens H.E. Christensen and Glenn D. Rudebusch

Year of publication:	2017
Authors:	Andreasen, Martin Møller ; Christensen, Jens H. E. ; Rudebusch, Glenn D.
Publisher:	Aarhus, Denmark : Department of Economics and Business Economics, Aarhus University
Subject:	Zinsstruktur \| Yield curve \| Big Data \| Big data \| Zustandsraummodell \| State space model \| Anleihe \| Bond \| Kanada \| Canada

freely available

Full text |

More access options

econ.au.dk

Check Google Scholar

In German libraries (KVK)

Which error do you want to report?

Report: URL of this record is broken

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: Addition of an URL to that resource

Please note: Sometimes more than one URL is available for a resource. Please click on "More Options" to display these URLs

Report: The language(s) of that resource is/are…

Please note: Required language not in the list? Please use comment field

Report: Addition of an identifier to that resource

Report: report typo

Report: Add statement

Report: Add keywords

Please use the commentary box to describe other errors

Would you like to receive a feedback?

Commentary

Please type the code from the image

For general questions please use this address.

Persistent link: https://www.econbiz.de/10011721059

A service of the