Using proxies for the short rate : when are three months like an instant?
Year of publication: |
1999
|
---|---|
Authors: | Chapman, David A. ; Long, John B. ; Pearson, Neil D. |
Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 12.1999, 4, p. 763-806
|
Subject: | Proxy problem | Zins | Interest rate | Zeit | Time | Schätztheorie | Estimation theory | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
Extent: | Graph. Darst |
---|---|
Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | In: The review of financial studies $ Special |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Conditional estimation of diffusion processes
Li, Minqiang, (2004)
-
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván, (2016)
-
Individual and time effects in nonlinear panel models with large N, T
Fernández-Val, Iván, (2015)
- More ...
-
Using Proxies for the Short Rate : When are Three Months Like an Instant?
Chapman, David A., (2000)
-
Using Proxies for the Short Rate : When are Three Months Like an Instant?
Chapman, David A., (1999)
-
Is the Short Rate Drift Actually Nonlinear?
Chapman, David A., (1998)
- More ...