A Semiparametric Model for Bond Pricing with Life Cycle Fundamental
Year of publication: |
[2021]
|
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Authors: | Cai, Zongwu ; Chen, Jiazi ; Niu, Linlin |
Publisher: |
[S.l.] : SSRN |
Subject: | Theorie | Theory | Lebenszyklus | Life cycle | Nichtparametrisches Verfahren | Nonparametric statistics |
Extent: | 1 Online-Ressource (42 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 7, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3762439 [DOI] |
Classification: | E43 - Determination of Interest Rates; Term Structure Interest Rates ; G12 - Asset Pricing ; J11 - Demographic Trends and Forecasts |
Source: | ECONIS - Online Catalogue of the ZBW |
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