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Term Structure Modeling and Estimation in a State Space Framework

Lemke, Wolfgang.

Term Structure Modeling and Estimation in a State Space Framework [electronic resource] / by Wolfgang Lemke, Deutsche Bundesbank. - Berlin, Heidelberg : Springer-Verlag Berlin Heidelberg, 2006. - v.: digital - Lecture Notes in Economics and Mathematical Systems, 565 0075-8442 .

ISBN: 9783540283447

Subjects--Topical Terms:
Economics
Finance
Econometrics
Economics/Management Science
Econometrics
Quantitative Finance
Economics/Management Science, general
Financial Economics

LC Class. No.: HG1621 / L46 2006

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