Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318)
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scientific article; zbMATH DE number 6935843
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations |
scientific article; zbMATH DE number 6935843 |
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Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (English)
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12 September 2018
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term structure
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affine term structure model
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Black-Scholes
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principal component
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bond yields
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