Nonparametric estimation of multifactor continuous time interest rate models
Chris Downing
| Year of publication: |
1999
|
|---|---|
| Authors: | Downing, Chris |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | kernel regression | Zinsstruktur | Yield curve | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Theorie | Theory |
| Extent: | 46 S graph. Darst |
|---|---|
| Series: | Finance and economics discussion series. - Washington, DC : Board of Governors of the Federal Reserve System, ZDB-ID 2178137-0. - Vol. 1999-62 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 25 - 26 Internetausg.:http://www.federalreserve.gov/pubs/feds/1999/199962/199962pap.pdf |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001450729