Unit roots and the estimation of interest rate dynamics
Year of publication: |
1996
|
---|---|
Authors: | Ball, Clifford A. |
Other Persons: | Torous, Walter N. (contributor) |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 3.1996, 2, p. 215-238
|
Subject: | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Theorie | Theory |
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