Estimation of Affine Term Structure Models with Spanned or Unspanned Stochastic Volatility
Year of publication: |
2017
|
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Authors: | Creal, Drew |
Other Persons: | Wu, Jing Cynthia (contributor) |
Publisher: |
[2017]: [S.l.] : SSRN |
Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (61 p) |
---|---|
Series: | Chicago Booth Research Paper ; No. 13-72 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2014 erstellt |
Other identifiers: | 10.2139/ssrn.2310258 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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