Unbiased estimation of dynamic term structure models
Michael D. Bauer; Glenn D. Rudebusch; Jing (Cynthia) Wu
| Year of publication: |
2011
|
|---|---|
| Authors: | Bauer, Michael D. ; Rudebusch, Glenn D. ; Wu, Jing Cynthia |
| Publisher: |
San Francisco, Calif. : Federal Reserve Bank of San Francisco |
| Subject: | Zinsstruktur | Yield curve | Zustandsraummodell | State space model | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Simulation | Wahrscheinlichkeitsrechnung | Probability theory | Risikoprämie | Risk premium | Zinsrisiko | Interest rate risk |
| Extent: | Online-Ressource (PDF-Datei: 37 S., 324,00 KB) graph. Darst. |
|---|---|
| Series: | Working papers series / Federal Reserve Bank of San Francisco. - San Francisco, Calif., ZDB-ID 2187821-3. - Vol. 2011-12 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009010468