Prognose von Zinsvolatilitäten mit Regime-Switching-Modellen : eine empirische Analyse des Euro-DM-Geldmarktes
von Ralf Ahrens
| Year of publication: |
1998
|
|---|---|
| Authors: | Ahrens, Ralf |
| Published in: |
Kredit und Kapital. - Berlin : Duncker & Humblot, ISSN 0023-4591, ZDB-ID 3269-4. - Vol. 31.1998, 3, p. 370-399
|
| Subject: | Zins | Interest rate | Volatilität | Volatility | Prognose | Forecast | Euromarkt | Euromarkets | Deutsche Mark | Schätzung | Estimation | Markov-Kette | Markov chain | Theorie | Theory | Europa | Europe |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | German |
| Notes: | Predicting interest rate volatility with regime-switching models |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001251552