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

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Latest revision as of 08:49, 30 July 2024

scientific article; zbMATH DE number 1925066
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English
Design and Estimation of Quadratic Term Structure Models *
scientific article; zbMATH DE number 1925066

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