Theoretical and empirical analysis of common factors in a term structure model
by Ting Ting Huang
| Year of publication: |
2009
|
|---|---|
| Authors: | Huang, Ting-Ting |
| Publisher: |
Newcastle : Cambridge Scholars |
| Subject: | Zinsstruktur | Yield curve | CAPM | Multivariate Verteilung | Multivariate distribution | Hauptkomponentenanalyse | Principal component analysis | Rendite | Yield |
| Description of contents: | Table of Contents [gbv.de] |
| Extent: | XI, 38 S. graph. Darst. 22 cm |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| ISBN: | 978-1-4438-1311-2 ; 1-4438-1311-7 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003888314