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] |
Buchausg. u.d.T.:
Lemke, Wolfgang. Term structure modeling and estimation in a state space framework. - Berlin [u.a.] : Springer, 2006. - IX, 222 S.
Persistent link: https://www.econbiz.de/10014014064