| 書目名稱 | Term Structure Modeling and Estimation in a State Space Framework |
| 編輯 | Wolfgang Lemke,Deutsche Bundesbank |
| 視頻video | http://file.papertrans.cn/904/903147/903147.mp4 |
| 叢書名稱 | Lecture Notes in Economics and Mathematical Systems |
| 圖書封面 |  |
| 描述 | 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" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com- pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination. |
| 出版日期 | Book 2006 |
| 關(guān)鍵詞 | Asset Pricing; Bond Yields; Nonlinear Filters; Simulation; State Space Model; Term Structure of Interest |
| 版次 | 1 |
| doi | https://doi.org/10.1007/3-540-28344-7 |
| isbn_softcover | 978-3-540-28342-3 |
| isbn_ebook | 978-3-540-28344-7Series ISSN 0075-8442 Series E-ISSN 2196-9957 |
| issn_series | 0075-8442 |
| copyright | Springer-Verlag Berlin Heidelberg 2006 |
|Archiver|手機(jī)版|小黑屋|
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