مرکز منطقه ای اطلاع رساني علوم و فناوري - Term structure estimation without using latent factors

Title of article :

Term structure estimation without using latent factors

Author/Authors :

Gregory R. Duffee، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2006

Pages :

From page :

507

To page :

536

Keywords :

Dynamic models , Bond pricing , Term structure

Journal title :

Journal of Financial Economics

Serial Year :

2006

Journal title :

Journal of Financial Economics

Record number :

257812

Link To Document :