Why random walk models of the term structure are hard to reject
Allen N. Berger ; Roger Craine
| Year of publication: |
1989
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|---|---|
| Authors: | Berger, Allen N. |
| Other Persons: | Craine, Roger N. (contributor) |
| 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. 7.1989, 2, p. 161-167
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| Subject: | Fair Game Efficent Markets | Zinsstruktur | Yield curve | Rationale Erwartung | Rational expectations | Statistische Methodenlehre | Statistical theory | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001090361