Multi-Lag Term Structure Models with Stochastic Risk Premia
Year of publication: |
2010
|
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Authors: | Monfort, Alain |
Other Persons: | Pegoraro, Fulvio (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Risikoprämie | Risk premium | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Messung | Measurement |
Extent: | 1 Online-Ressource (51 p) |
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Series: | Banque de France Working Paper ; No. 189 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 1, 2007 erstellt |
Other identifiers: | 10.2139/ssrn.1688950 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C5 - Econometric Modeling ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
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