Term Structure Modeling and Estimation in a State Space Framework

Term Structure Modeling and Estimation in a State Space Framework by Wolfgang Lemke.

This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework&qu...

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Bibliographic Details
Main Author: Lemke, Wolfgang (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2006.
Edition:1st ed. 2006.
Series:Lecture Notes in Economics and Mathematical Systems, 565
Springer eBook Collection.
Subjects:
Econometrics.
Economics, Mathematical .
Business.
Management science.
Macroeconomics.
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Status: Available

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