Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models
Year of publication: |
2003
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Authors: | Bams, Dennis ; Schotman, Peter C. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 117.2003, 1, p. 179-206
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Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Mikroökonometrie | Microeconometrics | Faktorenanalyse | Factor analysis | Theorie | Theory | USA | United States |
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