Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
von Ralf Ahrens
| Year of publication: |
2000
|
|---|---|
| Authors: | Ahrens, Ralf |
| Publisher: |
Berlin : Duncker & Humblot |
| Subject: | regime switching model | Zins | Interest rate | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Effizienzmarkthypothese | Efficient market hypothesis | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain | Schätzung | Estimation | Theorie | Theory | Deutschland | Germany | Prognose | 1970-1997 |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] |
| Extent: | 272 S graph. Darst., Tab |
|---|---|
| Series: | Untersuchungen über das Spar-, Giro- und Kreditwesen / A. - Berlin : Duncker & Humblot, ISSN 0720-7336, ZDB-ID 503386-X. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Hochschulschrift ; Thesis |
| Language: | German |
| Thesis: | Zugl.: Gießen, Univ., Diss., 1999 |
| Notes: | Literaturverz. S. 260 - 272 |
| ISBN: | 3-428-10239-8 |
| Classification: | Geld, Inflation, Kapitalmarkt |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001480762