Linear-quadratic term structure models for negative Euro area yields (Q1673466): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
ReferenceBot (talk | contribs) Changed an Item |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.econlet.2017.03.029 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2602931517 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: LINEAR‐QUADRATIC JUMP‐DIFFUSION MODELING / rank | |||
Normal rank | |||
Latest revision as of 14:00, 16 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic term structure models for negative Euro area yields |
scientific article |
Statements
Linear-quadratic term structure models for negative Euro area yields (English)
0 references
12 September 2018
0 references
linear-quadratic term structure models
0 references
quadratic models
0 references
discrete time
0 references
negative yields
0 references
extended Kalman filter
0 references
