A simple long-memory equilibrium interest rate model
Year of publication: |
1996
|
---|---|
Authors: | Duan, Jin-Chuan |
Other Persons: | Jacobs, Kris (contributor) |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 53.1996, 3, p. 317-321
|
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Theorie | Theory |
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