Term structure modelling with observable state variables
C Huse - Journal of Banking & Finance, 2011 - Elsevier
This paper proposes and implements a parsimonious three-factor model of the term
structure whose dynamics is driven uniquely by observable state variables. This approach …
structure whose dynamics is driven uniquely by observable state variables. This approach …
Term structure modelling with observable state variables
C Huse - Journal of Banking & Finance, 2011 - econpapers.repec.org
This paper proposes and implements a parsimonious three-factor model of the term
structure whose dynamics is driven uniquely by observable state variables. This approach …
structure whose dynamics is driven uniquely by observable state variables. This approach …
Term structure modelling with observable state variables
C Huse - Journal of Banking & Finance, 2011 - ideas.repec.org
This paper proposes and implements a parsimonious three-factor model of the term
structure whose dynamics is driven uniquely by observable state variables. This approach …
structure whose dynamics is driven uniquely by observable state variables. This approach …
[PDF][PDF] Term Structure Modelling with Observable State Variables
C Huse - 2007 - igier.unibocconi.eu
This paper proposes and implements a parsimonious three&factor model of the term
structure whose dynamics is driven uniquely by observable state variables. The method …
structure whose dynamics is driven uniquely by observable state variables. The method …
[PDF][PDF] Term Structure Modelling with Observable State Variables
C Huse - 2007 - scholar.archive.org
This paper proposes and implements a parsimonious three&factor model of the term
structure whose dynamics is driven uniquely by observable state variables. The method …
structure whose dynamics is driven uniquely by observable state variables. The method …
Term structure modelling with observable state variables
C Huse - Journal of Banking and Finance, 2011 - infona.pl
This paper proposes and implements a parsimonious three-factor model of the term
structure whose dynamics is driven uniquely by observable state variables. This approach …
structure whose dynamics is driven uniquely by observable state variables. This approach …
[PDF][PDF] Term structure modelling with observable state variables
C Huse - Journal of Banking & Finance, 2011 - academia.edu
abstract This paper proposes and implements a parsimonious three-factor model of the term
structure whose dynamics is driven uniquely by observable state variables. This approach …
structure whose dynamics is driven uniquely by observable state variables. This approach …
[引用][C] Term structure modelling with observable state variables.
C Huse - Journal of banking and finance, 2011 - dialnet.unirioja.es
Term structure modelling with observable state variables
C Huse - Journal of Banking and Finance, 2011 - research.hhs.se
This paper proposes and implements a parsimonious three-factor model of the term
structure whose dynamics is driven uniquely by observable state variables. This approach …
structure whose dynamics is driven uniquely by observable state variables. This approach …
[PDF][PDF] Term Structure Modelling with Observable State Variables
C Huse - 2007 - scholar.archive.org
This paper proposes and implements a parsimonious three&factor model of the term
structure whose dynamics is driven uniquely by observable state variables. The method …
structure whose dynamics is driven uniquely by observable state variables. The method …