Specification analysis of affine term structure models
Qiang Dai and Kenneth J. Singleton
| Year of publication: |
2000
|
|---|---|
| Authors: | Dai, Qiang ; Singleton, Kenneth J. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 55.2000, 5, p. 1943-1978
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Risikoprämie | Risk premium | Theorie | Theory | Schätzung | Estimation | USA | United States | 1987-1996 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001523883