Wishart Quadratic Term Structure Models
Year of publication: |
2003-12-01
|
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Authors: | Sufana, R. ; Gourieroux, C. |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Risikoaversion | Zinsfuß | Risikofaktor | Risk Factors |
Extent: | 35 p. application/pdf |
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Series: | Working Paper ; No. 187 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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