Missing Data and Interpolation in Dynamic Term Structure Models


Autoria(s): Pavlov, Vlad
Contribuinte(s)

Canberra, A

Data(s)

2001

Identificador

http://eprints.qut.edu.au/23967/

Publicador

Modelling & Simulation Society of Aust & NZ

Relação

Pavlov, Vlad (2001) Missing Data and Interpolation in Dynamic Term Structure Models. In Canberra, A (Ed.) Proceedings of International Congress on Modelling and Simulation: Volume 3, 10-13 December 2001.

Fonte

QUT Business School; School of Economics & Finance

Tipo

Conference Paper