Structuring volatile Swiss interest rates : some evidence on the present value model and a VAR-VARCH approach
Year of publication: |
1994
|
---|---|
Authors: | Kunst, Robert M. |
Other Persons: | Polasek, Wolfgang (contributor) |
Published in: |
Econometric analysis of financial markets. - Heidelberg : Physica-Verl., ISBN 0-387-91476-5. - 1994, p. 105-128
|
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schweiz | Switzerland |
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