Co-integration and exponential-affine models of the term structure
Jes Taulbjerg
| Year of publication: |
2002
|
|---|---|
| Authors: | Taulbjerg, Jes |
| Publisher: |
Aarhus |
| Subject: | Zinsstruktur | Yield curve | Zinstheorie | Theory of interest | Einheitswurzeltest | Unit root test | Kointegration | Cointegration | Theorie | Theory |
| Extent: | 38 S graph. Darst |
|---|---|
| Series: | Working paper. - Århus : [Department of Finance, Faculty of Business Administration, the Aarhus School of Business], ISSN 0907-6883, ZDB-ID 2951268-2. - Vol. 02.04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 27 - 29 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001683217