Two-factor jump-diffusion interest rate process : an empirical examination in Taiwan money market
Shih-kuo Yeh and Bing-huei Lin
| Year of publication: |
2001
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|---|---|
| Authors: | Yeh, Shih-kuo ; Lin, Bing-huei |
| Published in: |
Advances in investment analysis and portfolio management : a research annual. - Amsterdam [u.a.] : JAI, ZDB-ID 1116041-X. - Vol. 8.2001, p. 255-282
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| Subject: | Zinsstruktur | Yield curve | Geldmarkt | Money market | Schätzung | Estimation | Taiwan | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Advances in investment analysis and portfolio |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001640896