A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables

Detaylı Bibliyografya
Yazar: Ang, Andrew
Diğer Yazarlar: Piazzesi, Monica
Materyal Türü: Kitap
Dil:English
Baskı/Yayın Bilgisi: Cambridge National Bureau of Economic Research 2001.
Seri Bilgileri:NBER working paper series no.8363
Konular:
Bonds > Prices > Econometric models.
Vector analysis.
Autoregression (Statistics).