Markov-switching and stochastic volatility diffusion models of short-term interest rates
Daniel R. Smith
| Year of publication: |
2000
|
|---|---|
| Authors: | Smith, Daniel R. |
| Institutions: | University of British Columbia / Finance Division (contributor) |
| Publisher: |
[Vancouver, British Columbia] : UBC Finance Div. |
| Subject: | Zins | Interest rate | Zinsstruktur | Yield curve | Markov-Kette | Markov chain | Volatilität | Volatility | Theorie | Theory | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Schätzung | Estimation | USA | United States | 1964-1996 |
| Extent: | 40 S graph. Darst |
|---|---|
| Series: | Finance working papers. - Vancouver, ZDB-ID 2753199-5. - Vol. 00,5 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Gesamtt. von der Homepage Systemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001487318