Direct estimation of the risk neutral factor dynamcis of Gaussian term structure models

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Bibliographische Detailangaben
Veröffentlicht in:Journal of econometrics
1. Verfasser: Bams, Dennis (VerfasserIn)
Weitere Verfasser: Schotman, Peter C. (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2003
Schlagworte:
Zinsstruktur > Schätztheorie > Mikroökonometrie > Faktorenanalyse > Theorie > USA > Aufsatz in Zeitschrift
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