Advanced continuous time dynamic modelling of the Japanese yield curve
Year of publication: |
2012
|
---|---|
Authors: | Nowman, Kalid Ben |
Published in: |
Interest rates : term structure models, monetary policy, and prediction. - New York, NY : Nova Science Publ., ISBN 978-1-61324-720-4. - 2012, p. 3-17
|
Subject: | Zinsstruktur | Yield curve | Anleihe | Bond | Schätztheorie | Estimation theory | Theorie | Theory | Schätzung | Estimation | Japan |
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