Short-term spot rate models with nonparametric deterministic drift
Year of publication: |
2009
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Authors: | Al-Zoubi, Haitham A. |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 49.2009, 3, p. 731-747
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Subject: | Zins | Interest rate | Zinstheorie | Theory of interest | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | USA | United States | 1934-2002 |
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