Quadratic term structure models : theory and evidence
Dong-hyun Ahn; Robert F. Dittmar; A. Ronald Gallant
| Year of publication: |
2002
|
|---|---|
| Authors: | Ahn, Dong-Hyun ; Dittmar, Robert F. ; Gallant, A. Ronald |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 15.2002, 1, p. 243-288
|
| Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Theorie | Theory | USA | United States | 1946-1991 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The review of financial studies |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001639617