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Term Structure Modeling and Estimation in a State Space Framework

Wolfgang Lemke Deutsche Bundesbank

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No detectada	2006	SpringerLink

Información

Tipo de recurso:

libros

ISBN impreso

978-3-540-28342-3

ISBN electrónico

978-3-540-28344-7

Editor responsable

Springer Nature

País de edición

Reino Unido

Fecha de publicación

2006

Información sobre derechos de publicación

© Springer-Verlag Berlin Heidelberg 2006

Cobertura temática

economia

Economía y negocios

Tabla de contenidos

Verificá que desde tu institución tengas acceso para descargar o solicitar el libro completo o alguno de sus capítulos.

doi: 10.1007/3-540-28344-7_1

Introduction

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 1-3

doi: 10.1007/3-540-28344-7_2

The Term Structure of Interest Rates

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 5-12

doi: 10.1007/3-540-28344-7_3

Discrete-Time Models of the Term Structure

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 13-54

doi: 10.1007/3-540-28344-7_4

Continuous-Time Models of the Term Structure

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 55-67

doi: 10.1007/3-540-28344-7_5

State Space Models

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 69-82

doi: 10.1007/3-540-28344-7_6

State Space Models with a Gaussian Mixture

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 83-99

doi: 10.1007/3-540-28344-7_7

Simulation Results for the Mixture Model

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 101-133

doi: 10.1007/3-540-28344-7_8

Estimation of Term Structure Models in a State Space Framework

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 135-151

doi: 10.1007/3-540-28344-7_9

An Empirical Application

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 153-177

doi: 10.1007/3-540-28344-7_10

Summary and Outlook

Wolfgang Lemke; Deutsche Bundesbank

The length of this chapter should in no way obscure its simplicity.

Pp. 179-180