Estimation of affine term structure models with spanned or unspanned stochastic volatility
Drew D. Creal; Jing Cynthia Wu
| Year of publication: |
2015
|
|---|---|
| Authors: | Creal, Drew ; Wu, Jing Cynthia |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 1, p. 60-81
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011339903