Term Structure Modeling and Estimation in a State Space Framework (Lecture Notes in Economics and Mathematical Systems) by Wolfgang Lemke
Springer; 2006 edition | September 23, 2005 | English | ISBN: 3540283420 | 224 pages | PDF | 6 MB
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work.