Beta regimes for the yield curve
Francesco Audrino; Enrico De Giorgi
| Year of publication: |
2007
|
|---|---|
| Authors: | Audrino, Francesco ; De Giorgi, Enrico |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 5.2007, 3, p. 456-490
|
| Subject: | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003518504