Level-ARCH short rate models with regime switching : bivariate modeling of U.S. and European short rates
Charlotte Christiansen
| Year of publication: |
07 Apr. 2005
|
|---|---|
| Other Persons: | Christiansen, Charlotte (contributor) |
| Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
| Subject: | ARCH-Modell | ARCH model | Markov-Kette | Markov chain | Zinsstruktur | Yield curve | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany |
| Extent: | Online-Ressource, 28, [15] p., text ill |
|---|---|
| Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 207 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | nBibliography Sytemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002743726