Term structure estimation without using latent factors
Year of publication: |
2006
|
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Authors: | Duffee, Greg |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 79.2006, 3, p. 507-536
|
Subject: | Zinsstruktur | Yield curve | Schätztheorie | Estimation theory | CAPM |
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