Volatility, estimates of the short-term interest rate with an application to German data
Year of publication: |
2000
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Authors: | Dankenbring, Henning |
Published in: |
Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 0023-4591, ZDB-ID 3269-4. - Vol. 33.2000, 4, p. 548-570
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Subject: | Zins | Interest rate | Volatilität | Volatility | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany |
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