Estimation of continuous-time models for stock returns and interest rates
Year of publication: |
1997
|
---|---|
Authors: | Gallant, A. Ronald |
Other Persons: | Tauchen, George Eugene (contributor) |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 1.1997, 1, p. 135-168
|
Subject: | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | Kapitaleinkommen | Capital income | Zins | Interest rate | Theorie | Theory | Schätzung | Estimation | Zinsstruktur | Yield curve | USA | United States | 1927-1987 |
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