Term structure modeling and estimation in a state space framework

Bibliographic Details
Main Author: Lemke, Wolfgang (-)
Format: Thesis
Language:Inglés
Published: Berlin : Springer 2006
Series:Lecture notes in economics and mathematical systems ; 565
Subjects:
See on Universidad de Navarra:https://unika.unav.edu/discovery/fulldisplay?docid=alma991000928069708016&context=L&vid=34UNAV_INST:VU1&search_scope=34UNAV_TODO&tab=34UNAV_TODO&lang=es
Description
Physical Description:IX, 222 p. : il. ; 24 cm
Bibliography:Includes bibliographical references (p. [215]-220)
ISBN:9783540283423