Nonparametric conditional density estimation of short-term interest rate movements : procedures, results and risk management implications
Ankit Kalda and Sikandar Siddiqui
| Year of publication: |
2013
|
|---|---|
| Authors: | Kalda, Ankit ; Siddiqui, Sikandar |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 7/9, p. 671-684
|
| Subject: | Zins | Interest rate | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Risikomanagement | Risk management | Schätzung | Estimation | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009750636