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~person:"Annaert, Jan"
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Annaert, Jan
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Estimating the long rate and its volatility
Annaert, Jan
;
Claes, Anouk G.P.
;
Ceuster, Marc J.K. De
; …
- In:
Economics Letters
129
(
2015
)
C
,
pp. 100-102
We estimate the long rate and its volatility within the
Svensson
framework. The procedure that best extrapolates the …
Persistent link: https://www.econbiz.de/10011263439
Saved in:
2
Estimating the long rate and its volatility
Annaert, Jan
;
Claes, Anouk G. P.
;
De Ceuster, Marc J.
; …
- In:
Economics letters
129
(
2015
),
pp. 100-102
Persistent link: https://www.econbiz.de/10011422029
Saved in:
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