A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT (Q5696851)
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scientific article; zbMATH DE number 2216232
Language | Label | Description | Also known as |
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English | A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT |
scientific article; zbMATH DE number 2216232 |
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A FAMILY OF MODELS EXPLAINING THE LEVEL-SLOPE-CURVATURE EFFECT (English)
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19 October 2005
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principal components analysis
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Heath-Jarrow-Morton
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