A simple measure for examining the proxy problem of the short-rate (Q841846): Difference between revisions
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| Property / cites work: Estimating continuous-time stochastic volatility models of the short-term interest rate / rank | |||
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| Property / cites work: A Theory of the Term Structure of Interest Rates / rank | |||
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| Property / cites work: Reprojecting Partially Observed Systems with Application to Interest Rate Diffusions / rank | |||
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| Property / cites work: Modelling the term structure of interest rates with general short-rate models / rank | |||
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| Property / cites work: An equilibrium characterization of the term structure / rank | |||
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Latest revision as of 00:14, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A simple measure for examining the proxy problem of the short-rate |
scientific article |
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A simple measure for examining the proxy problem of the short-rate (English)
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18 September 2009
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approximation
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proxy yields
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short-rate
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term structure of interest rates
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