An Asset Pricing Approach to Testing General Term Structure Models
Year of publication: |
2018
|
---|---|
Authors: | Christensen, Bent Jesper |
Other Persons: | van der Wel, Michel (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Theorie | Theory | CAPM | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (78 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 18, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.1578354 [DOI] |
Classification: | G12 - Asset Pricing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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