Unit roots and the estimation of interest rate dynamics
Clifford A. Ball ; Walter N. Torous
| Year of publication: |
1996
|
|---|---|
| Authors: | Ball, Clifford A. |
| Other Persons: | Torous, Walter N. (contributor) |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 3.1996, 2, p. 215-238
|
| Subject: | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | 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/10001208672