Term Structure Modeling and Estimation in a State Space Framework

• Main Author: Lemke, Wolfgang
• Other Authors: Bundesbank, Deutsche
• Format: Electronic Kit Book
• Language: English
• Published: Berlin, Heidelberg Springer-Verlag Berlin Heidelberg 2006
• Series: Lecture Notes in Economics and Mathematical Systems 565
• Subjects: Economics; Finance; Econometrics; Economics/Management Science; Financial Economics; Economics/Management Science, general; Quantitative Finance