1. Empirical Tests of Two State-Variable HJM Models
Title | Empirical Tests of Two State-Variable HJM Models |
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Author info | Robert R. Bliss, Peter Ritchken |
Author | Bliss Robert R. |
Co-authors | Ritchken Peter |
Issue data | Atlanta : Federal Reserve Bank of Atlanta , 1995. - 22 s. |
Issue | 1. ed. |
Edition | Working Paper , 95-13 |
Document kind | správy výskumné |
Language | English |
Country of Edition | United States of America |
systematics | 336.76 - Burzovníctvo. Peňažný trh |
Keywords | miera úroková * modely * hypotézy * papiere cenné * trh kapitálový |
Database | BOOKS |
Copy count | 1, currently available 1, at library only 0 |
Call number | 722886 |