On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model (Q1000392): Difference between revisions
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Latest revision as of 11:05, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model |
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On the test of the correction mechanism for mis-pricing between assets using a statistical yield spread model (English)
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6 February 2009
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correction mechanism for mis-pricing between assets
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long-term and short-term equilibrium levels of risk premium
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statistical yield spread model
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the state space smoothness priors approach
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