Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom (Q1415421)
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scientific article; zbMATH DE number 2012842
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom |
scientific article; zbMATH DE number 2012842 |
Statements
Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom (English)
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4 December 2003
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CKLS
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forecasting
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Gaussian estimation
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term structure
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