Code: 01561009

Term Structure Modeling and Estimation in a State Space Framework

Name: Term Structure Modeling and Estimation in a State Space Framework
Brand: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
SKU: 01561009
Price: 109.30 EUR
Availability: InStock
Author: Wolfgang Lemke
ISBN: 9783540283423

by Wolfgang Lemke

Language: English
Binding: Paperback
Number of pages: 226
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2005
More about this

109.30 €

Low in stock at our supplier
Shipping in 13 - 18 days

Potřebujete více kusů?Máte-li zájem o více kusů, prověřte, prosím, nejprve dostupnost titulu na naši zákaznické podpoře.

Add to wishlist

Fundamentals of Software Architecture
54.39 € -28 %
Buy
Set náhradních náplní do gumovatelných per Legami - modrá (3 kusy)
3.43 € -31 %
Pre-order
Viking Folk & Fairy Tales
21.22 € -25 %
Buy
Hero Is Overpowered But Overly Cautious, Vol. 2 (manga)
13.24 € -11 %
Buy
Wiley GAAP 2025: Interpretation and Application of Generally Accepted Accounting Principles
140.44 € -4 %
Buy
Bodleian Libraries: High Jinks Bookshelves (Foiled Blank Journal)
10.91 € -24 %
Buy
Disney Latest Movie Hits
12.43 € -21 %
Buy
A Magical Venice story: The Mermaid's Sister
8.69 € -25 %
Buy
W.E.B. Griffin Zero Option
21.73 € -24 %
Buy
White Teeth
23.65 € -29 %
Buy
Tokyo Revengers - Tome 21
10.81 €
Buy
Más x que un sex-shop
15.16 €
Buy
Internet y pluralismo jurídico : formas emergentes de regulación
25.57 €
Buy
In an Iron Grip. a Novel. Vol. II
26.28 € -2 %
Buy
Jacques Derrida
11.32 €
Buy
Devil John Wright: His Life and Times: Revised Edition
16.67 € -6 %
Buy
Terrorism in Israel in the Eyes of the Media
49.94 € -3 %
Buy
N20 GEOSCIENCE POUR INNOVER
16.67 €
Buy
Sobre la decadencia del arte de mentir y otros relatos
22.34 €
Buy
The Man Eaters and Other Odd People
40.84 € -2 %
Buy
Bilder einer Ausstellung (Das musikalische Bilderbuch mit CD und zum Streamen)
19.40 € -16 %
Buy
A Cross-stitch Before Dying
31.84 €
Buy
Romanesque Architecture In France
21.93 € -2 %
Buy
Trends on Construction in the Digital Era
287.76 € -7 %
Buy
Matrix o Despertar: Saindo Da Matrix
10.61 € -6 %
Buy
Ohne Ansehen der Person
19.10 € -14 %
Buy
Allgemeine Soziale Dienst (ASD)
16.17 € -10 %
Buy
Teenage Pregnancy and Young Parenthood
49.03 €
Buy
Bullfight
70.27 €
Buy
La cooperación en innovación en España y el papel de las ayudas públicas
27.59 €
Buy
Franklin and the Best Friend Problem
7.27 € -4 %
Buy
Kann das Folterverbot relativiert werden? Eine moralische Argumentation
16.17 € -10 %
Buy
Monetary Policy in a Globalized Economy
21.63 € -4 %
Buy
They Had to Go Out
31.23 €
Buy
Die Wiederentdeckung des Körpers
18.19 € -8 %
Buy
Wonderful You
13.94 € -9 %
Buy
Defective Santa Claus
8.18 € -14 %
Buy
"Judah" Means "Praise"
9.29 € -25 %
Buy
Italy in the Seventeenth Century
237.61 €
Buy
#Staythef*ckathome - Ein Jahr dreht durch
16.17 € -11 %
Buy
Preocupacions dels ratolins
9.70 €
Buy
Obras completas
182.30 €
Buy
Terrible Victory
20.31 € -24 %
Buy
CARLOS MARX: O ETERNO REBELDE
22.34 €
Buy
The Special Little Christmas Tree
11.32 €
Buy
How to Cheat in Photoshop CS6
55.60 € -25 %
Buy
Build It! Volume 2
23.75 € -24 %
Buy
Copenaghen
14.65 €
Buy
L'ART DE VIVRE A VENISE (RELIE)
55.20 €
Buy
Studien zum Siemensschen Kupfergewinnungs-Prozess
12.22 €
Buy
Jack Kerouac End and Other Tales of the Road
19.10 € -18 %
Buy
Silly Slotcars
6.36 € -7 %
Buy
Dominating Your Depression: Steps To Help With Dealing With The Struggles Of Depresson
10.81 € -7 %
Buy
Leilany's Reading Log
7.88 € -24 %
Buy
Early Childhood Development and Its Variations
60.96 €
Buy
2 Corinthiens - commentaire biblique
7.88 €
Buy
The Cast Aways of Harewood Hall
18.29 € -24 %
Buy
Secular Gospel
9.80 € -6 %
Buy
Lesereise Normandie
15.26 € -16 %
Buy
FIGURES BIBLIQUES
8.38 €
Buy
Footer Davis Probably Is Crazy
8.69 € -10 %
Buy
Liebe und Gewalt im Findling
16.17 € -10 %
Buy
Resorción radicular en ortodoncia
48.93 € -14 %
Buy

Give this book as a present today

Order book and choose Gift Order.
We will send you book gift voucher at once. You can give it out to anyone.
Book will be send to donee, nothing more to care about.

Book gift voucher sample Read more

More about Term Structure Modeling and Estimation in a State Space Framework

Book details
Synopsis
Trending among others

You get 265 loyalty points

Book synopsis

This book presents a series of dynamic models of the term structure of interest rates, covering both theory and estimation in a unified framework. Special emphasis is placed on models which are driven by innovations that have a Gaussian mixture distribution. These models are able to flexibly capture the observed non-normality in the distribution of bond yields. It is shown that the theoretical models can easily be castinto the statistical state space form, which provides a convenient framework for statistical inference. An application to US data illustrates the properties of the models and shows the estimation techniques at work.

Book details

Book category Books in English Economics, finance, business & management Economics Econometrics

109.30 €

Full title: Term Structure Modeling and Estimation in a State Space Framework
Author: Wolfgang Lemke
Language: English
Binding: Paperback
Number of pages: 226
EAN: 9783540283423
ISBN: 3540283420
ID: 01561009
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight: 750 g
Dimensions: 235 × 155 × 17 mm
Date of publishing: 23. September 2005