Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct estimation of the risk neutral factor dynamics of Gaussian term structure models |
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Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (English)
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14 October 2003
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affine models
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panel data
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term structure of interest rates
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risk neutral valuation
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principal components analysis
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