Term structure estimation in the presence of autocorrelation
Januj Juneja
| Year of publication: |
2014
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|---|---|
| Authors: | Juneja, Januj |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 28.2014, p. 119-129
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| Subject: | Affine term structure model | Principal components analysis | Autocorrelation misspecification | Monte Carlo simulation | Maximum likelihood estimation | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Zinsstruktur | Yield curve | Maximum-Likelihood-Schätzung | Monte-Carlo-Simulation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010461168