Term Structure Modeling and Estimation in a State Space Framework
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework&qu...
| Main Authors: | , |
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| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2006.
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| Series: | Lecture Notes in Economics and Mathematical Systems,
565 |
| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
