Linear-quadratic term structure models for negative Euro area yields (Q1673466)
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scientific article; zbMATH DE number 6935584
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic term structure models for negative Euro area yields |
scientific article; zbMATH DE number 6935584 |
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Linear-quadratic term structure models for negative Euro area yields (English)
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12 September 2018
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linear-quadratic term structure models
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quadratic models
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discrete time
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negative yields
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extended Kalman filter
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0.86734986
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0.8552774
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0.8524614
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0.85212964
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0.8518905
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0.85032153
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0.8431344
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0.8382728
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