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~isPartOf:"Finance and stochastics"
~person:"Chiarella, Carl"
~person:"Friedman, Benjamin M."
~person:"Phillips, Peter C. B."
~subject:"Nonparametric statistics"
~subject:"Zinsstruktur"
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Nonparametric statistics
Zinsstruktur
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Chiarella, Carl
Friedman, Benjamin M.
Phillips, Peter C. B.
Eberlein, Ernst
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Finance and stochastics
Cowles Foundation discussion paper
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
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