Long memory affine term structure models (Q898585)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6522142
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Long memory affine term structure models |
scientific article; zbMATH DE number 6522142 |
Statements
Long memory affine term structure models (English)
0 references
18 December 2015
0 references
Gaussian essentially affine model
0 references
long memory
0 references
state space
0 references
P and Q measures
0 references
0 references
0.91688013
0 references
0.8925259
0 references
0 references
0.87814575
0 references
0.87581664
0 references
0.8705383
0 references
0.86774546
0 references
