Modeling the term structure
Year of publication: |
1996
|
---|---|
Authors: | Pagan, Adrian R. |
Other Persons: | Hall, Anthony D. (contributor) ; Martin, Vance (contributor) |
Published in: |
Statistical methods in finance. - Amsterdam [u.a.] : Elsevier, ISBN 0-444-81964-9. - 1996, p. 91-118
|
Subject: | Zinsstruktur | Yield curve | Wirtschaftsmodell | Economic model | Theorie | Theory |
-
Factor models and the shape of the term structure
Schlögl, Erik, (1997)
-
An EBIT-based variant of the Duffie-Lando credit risk model
Simonian, Joseph, (2012)
-
Svoboda, Simona, (2004)
- More ...
-
Pagan, Adrian R., (1995)
-
Diagnostic tests as residual analysis
Pagan, Adrian R., (1983)
-
Simulation based estimation of some factor models in econometrics
Pagan, Adrian R., (1996)
- More ...