Marktbasierte Zinsprognosen mit Regime-Switching-Modellen
By: von Ralf Ahrens
Series: Untersuchungen über das Spar-, Giro- und Kreditwesen -- Bd. 169
Publisher: Duncker & Humblot
Published: 2000
Place of publication: Berlin
Language: ger
Number of pages: 272
Subjects: Mathematical models; Forecasting; Econometric models; Interest; Interest rates
Notes: Originally presented as the author's thesis (doctoral--Giessen, 1999).

Includes bibliographical references (p. [260]-272) and index.