Indirect robust estimation of the short-term interest rate process
Veronika Czellar; G. Andrew Karolyi; Elvezio Ronchetti
| Year of publication: |
Mar. 2005
|
|---|---|
| Other Persons: | Czellar, Veronika (contributor) ; Karolyi, G. Andrew (contributor) ; Ronchetti, Elvezio (contributor) |
| Publisher: |
Genève : FAME |
| Subject: | Zins | Interest rate | Euromarkt | Euromarkets | Momentenmethode | Method of moments | Statistische Verteilung | Statistical distribution |
| Extent: | Online-Ressource, 29 p. = 1421 KB, text ill |
|---|---|
| Series: | FAME research paper series. - Geneva, ZDB-ID 2121033-0. - Vol. 135 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002634951