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Testing a Model of the Term Structure of Interest Rates by Simulation of Market Forecasts

Testing a Model of the Term Structure of Interest Rates by Simulation of Market Forecasts

Charles R. Nelson
  • 期刊名称Journal of the American Statistical Association
  • 作者Charles R. Nelson
  • 卷第65卷
  • 期第331期
  • 印刷ISSN0162-1459
  • 文件大小1572.71KB
  • 发表时间1970-09
  • DOI10.2307/2284283
  • 页码1163-1179
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