The Meiselman forward interest rate revision regression as an affine term structure model

Adam Golinski and Peter Spencer

Year of publication:	2012
Authors:	Golinski, Adam ; Spencer, Peter D.
Publisher:	York : Dep. of Economics and Related Studies, Univ. of York
Subject:	term structure \| Meiselman regression \| forward rate revision \| Wold representation \| long memory \| Zinsstruktur \| Yield curve \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Zinsderivat \| Interest rate derivative

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