Estimation for factor models term structure of interest rates with jumps : the case of the Taiwanese government bond market
Year of publication: |
2001
|
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Authors: | Lin, Bing-huei ; Yeh, Shih-kuo |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 11.2001, 2, p. 167-197
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Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätzung | Estimation | Geldmarkt | Money market | Staatspapier | Government securities | Taiwan |
Extent: | graph. Darst |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: Journal of international financial markets, institutions & money |
Source: | ECONIS - Online Catalogue of the ZBW |
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