Design and Estimation of Quadratic Term Structure Models * (Q4707093): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Import240304020342 (talk | contribs)
Set profile property.
(2 intermediate revisions by 2 users not shown)
Property / describes a project that uses
 
Property / describes a project that uses: PDE2D / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 18:00, 5 March 2024

scientific article; zbMATH DE number 1925066
Language Label Description Also known as
English
Design and Estimation of Quadratic Term Structure Models *
scientific article; zbMATH DE number 1925066

    Statements

    Design and Estimation of Quadratic Term Structure Models * (English)
    0 references
    0 references
    0 references
    9 June 2003
    0 references
    quadratic model
    0 references
    term structure
    0 references
    positive interest rates
    0 references
    humps
    0 references
    expectation hypothesis
    0 references
    GMM
    0 references

    Identifiers