A parametric nonlinear model of term structure dynamics
Year of publication: |
1999
|
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Authors: | Ahn, Dong-Hyun |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 12.1999, 4, p. 721-762
|
Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Theorie | Theory | USA | United States | Nichtlineare Regression | Nonlinear regression | 1946-1991 |
Extent: | Graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: The review of financial studies $ Special |
Source: | ECONIS - Online Catalogue of the ZBW |
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