Term Structure Modeling and Estimation in a State Space Framework
by Wolfgang Lemke, Deutsche Bundesbank
| Year of publication: |
2006
|
|---|---|
| Other Persons: | Lemke, Wolfgang (contributor) |
| Publisher: |
Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg |
| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | USA | United States | Zinsstrukturtheorie | Zustandsraum | Stochastisches Modell |
| Description of contents: | Table of Contents [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | Online-Ressource (IX, 223 p, digital) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 215 - 220 |
| ISBN: | 978-3-540-28344-7 ; 978-3-540-28342-3 |
| Other identifiers: | 10.1007/3-540-28344-7 [DOI] |
| Classification: | Methoden und Techniken der Betriebswirtschaft ; Mathematische Statistik |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014014064