Theoretical and Empirical Analysis of Common Factors in a Term Structure Model.
Year of publication: |
2009 ; 1st ed.
|
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Authors: | Huang, Ting Ting |
Publisher: |
Newcastle-upon-Tyne : Cambridge Scholars Publishing |
Subject: | Zinsstruktur | Yield curve | Rendite | Yield | CAPM | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Hauptkomponentenanalyse | Principal component analysis |
Extent: | 1 online resource (50 pages) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Description based on publisher supplied metadata and other sources. |
ISBN: | 978-1-4438-1582-6 ; 978-1-4438-1311-2 |
Source: | ECONIS - Online Catalogue of the ZBW |
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