Estimation and inference in the yield curve model with an instantaneous error term (Q834330)
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scientific article; zbMATH DE number 5596892
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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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