Two-factor model for bond selection

DOI10.1016/0165-1765(91)90080-5zbMath0825.90050OpenAlexW2048274893MaRDI QIDQ1189357

Zhenmin Fang, Chi-Keung Woo

Publication date: 26 September 1992

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1765(91)90080-5

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• A Maximum Likelihood Procedure for Regression with Autocorrelated Errors
• Unnamed Item

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