Testing affine yield-factor models
Year of publication: |
1998
|
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Authors: | Käppi, Jari |
Published in: |
The term structure of interest rates and fixed income securities. - Helsinki : Helsinki School of Economics and Business Administration, ISBN 951-791-132-7. - 1998, p. 34-61
|
Subject: | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Theorie | Theory |
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