Tree-structured multiple regimes in interest rates
Year of publication: |
2006
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Authors: | Audrino, Francesco |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 24.2006, 3, p. 338-353
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Subject: | Zinsstruktur | Yield curve | Schätzung | Estimation | Staatspapier | Government securities | USA | United States | Wirkungsanalyse | Impact assessment | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
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