MARKOV MODEL OF TERM STRUCTURE

被引：20

作者：

PYE, G ^{[1
]}

机构：

[1] UNIV CALIF BERKELEY,BERKELEY,CA

来源：

关键词：

D O I：

10.2307/1880579

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：60 / 72

页数：13

共 12 条

[1] THE TERM STRUCTURE OF INTEREST-RATES
CULBERTSON, JM
[J]. QUARTERLY JOURNAL OF ECONOMICS, 1957, 71 (04) : 485 - 517
[2] FISHER I, 1930, THEORY INTEREST, P70
[3] HICKS J.R., 1946, VALUE CAPITAL, P144
[4] THE STRUCTURE OF INTEREST RATES
Lutz, F. A.
[J]. QUARTERLY JOURNAL OF ECONOMICS, 1940, 55 : 36 - 63
[5] MALKIEL BG, 1962, Q J EC MAY, P197
[6] Meiselman David., 1962, TERM STRUCTURE INTER
[7] *NAT BUR EC RES, 1947, TECH PAP 6
[8] RIEFLER WW, 1930, MONEY RATES MONEY MA, P121
[9] Snell, 1960, FINITE MARKOV CHAINS
[10] ON THE STRUCTURE OF LINEAR MODELS
Solow, Robert
[J]. ECONOMETRICA, 1952, 20 (01) : 29 - 46