Estimation of dynamic term structure models
Year of publication: |
2012
|
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Authors: | Duffee, Greg ; Stanton, Richard |
Published in: |
The quarterly journal of finance. - Singapore : World Scientific Publ., ISSN 2010-1392, ZDB-ID 2620599-3. - Vol. 2.2012, 2, p. 801-851
|
Subject: | Zinsrisiko | Interest rate risk | Risikoprämie | Risk premium | Momentenmethode | Method of moments | Simulation | Zustandsraummodell | State space model | Zinsstruktur | Yield curve | Wahrscheinlichkeitsrechnung | Probability theory |
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