Empirical analysis of the yield curve : the information in the data viewed through the window of Cox, Ingersoll, and Ross
Year of publication: |
2002
|
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Authors: | Lamoureux, Christopher G. ; Witte, H. Douglas |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 57.2002, 3, p. 1479-1520
|
Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | USA | United States | Querschnittsanalyse | Cross-section analysis | 1989-1996 |
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