Linear-quadratic term structure models for negative Euro area yields (Q1673466)
From MaRDI portal
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