Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Year of publication: |
1997
|
---|---|
Authors: | Nowman, Kalid Ben |
Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 52.1997, 4, p. 1695-1706
|
Subject: | Zinsstruktur | Yield curve | Theorie | Theory | Schätzung | Estimation | Zins | Interest rate | Volatilität | Volatility | Großbritannien | United Kingdom | USA | United States | 1964-1995 |
-
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R., (2002)
-
Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R., (2000)
-
Domestic macroeconomic news and foreign interest rates
Becker, Kent Gregory, (1995)
- More ...
-
Forecasting with the almost ideal demand system
Chambers, Marcus J., (1994)
-
Gaussian estimation of a second order continuous time macroeconometric model of the United Kingdom
Bergstrom, Albert R., (1991)
-
Euro and FIBOR interest rates : a continuous time modelling analysis
Nowman, Kalid Ben, (2008)
- More ...