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Term Structure Modeling and Estimation in a State Space Framework
Wolfgang Lemke
105,45 €
+ 210 points
Description
This book has been prepared during my work as a research assistant at the Institute for Statistics and Econometrics of the Economics Department at the University of Bielefeld, Germany. It was accepted as a Ph.D. thesis titled "Term Structure Modeling and Estimation in a State Space Framework" at the Department of Economics of the University of Bielefeld in November 2004. It is a pleasure for me to thank all those people who have been helpful in one way or another during the completion of this work. First of all, I would like to express my gratitude to my advisor Professor Joachim Frohn, not only for his guidance and advice throughout the com- pletion of my thesis but also for letting me have four very enjoyable years teaching and researching at the Institute for Statistics and Econometrics. I am also grateful to my second advisor Professor Willi Semmler. The project I worked on in one of his seminars in 1999 can really be seen as a starting point for my research on state space models. I thank Professor Thomas Braun for joining the committee for my oral examination.
Spécifications
Parties prenantes
- Auteur(s) :
- Editeur:
Contenu
- Nombre de pages :
- 226
- Langue:
- Anglais
- Collection :
- Tome:
- n° 565
Caractéristiques
- EAN:
- 9783540283423
- Date de parution :
- 23-09-05
- Format:
- Livre broché
- Format numérique:
- Trade paperback (VS)
- Dimensions :
- 156 mm x 234 mm
- Poids :
- 340 g
