Estimation and inference in the yield curve model with an instantaneous error term (Q834330)
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scientific article; zbMATH DE number 5596892
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| English | Estimation and inference in the yield curve model with an instantaneous error term |
scientific article; zbMATH DE number 5596892 |
Statements
Estimation and inference in the yield curve model with an instantaneous error term (English)
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19 August 2009
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term structure
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exponential components framework
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yield curve
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instantaneous error term
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properties of the error term
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0.764529824256897
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0.7566329836845398
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0.7550522089004517
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0.7534969449043274
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