Modelling the yield curve with orthonomalised Laguerre polynomials : an intertemporally consistent approach with an economic interpretation
Leo Krippner
| Year of publication: |
Sept. 2003 ; [Elektronische Ressource]
|
|---|---|
| Other Persons: | Krippner, Leo (contributor) |
| Institutions: | Waikato Management School / Department of Economics (contributor) |
| Publisher: |
Hamilton : Univ. of Waikato, Dep. of Economics |
| Subject: | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Statistische Methode | Statistical method | Ökonometrisches Modell | Econometric model |
| Extent: | Online-Ressource, 54 p., text ill |
|---|---|
| Series: | Working paper in economics. - Hamilton, ZDB-ID 2115440-5. - Vol. 03,1 |
| 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/10002175049