Uncertainty and implied variance bounds in long-memory models of the interest rate term structure
by G. S. Shea
| Year of publication: |
1991
|
|---|---|
| Authors: | Shea, Gary S. |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 16.1991, 3, p. 287-312
|
| Subject: | Zinsstruktur | Yield curve | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001109551