Heterogeneous beliefs, the term structure and time-varying risk premia
Year of publication: |
2006
|
---|---|
Authors: | Fan, Min |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 2.2006, 3, p. 259-285
|
Subject: | Zinsstruktur | Yield curve | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Theorie | Theory | Schätzung | Estimation |
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