Beyond single-factor affine term structure models
Year of publication: |
2004
|
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Authors: | Ferreira, Eva ; Gil-Bazo, Javier |
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. 2.2004, 4, p. 565-591
|
Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Anleihe | Bond | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Theorie | Theory |
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