The surprise element: jumps in interest rates
Year of publication: |
2002
|
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Authors: | Das, Sanjiv R. |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 106.2002, 1, p. 27-65
|
Subject: | Zinsstruktur | Yield curve | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätzung | Estimation | Geldmarkt | Money market | Staatspapier | Government securities | USA | United States |
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