Evaluating stochastic discount factors from term structure models
Heber K. Farnsworth
| Year of publication: |
2009
|
|---|---|
| Authors: | Farnsworth, Heber K. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 5, p. 852-861
|
| Subject: | Zinsstruktur | Yield curve | Monte-Carlo-Simulation | Monte Carlo simulation | Momentenmethode | Method of moments |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G12 - Asset Pricing ; C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003900416