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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

Nelson, Charles R.
  • 期刊名称Journal of the American Statistical Association
  • 作者Nelson, Charles R.
  • 卷第65卷
  • 期第331期
  • 印刷ISSN0162-1459
  • 电子ISSN1537-274X
  • 文件大小991.81KB
  • 发表时间1970-09
  • DOI10.1080/01621459.1970.10481152
  • 页码1163-1179
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