Consistent re-calibration in yield curve modeling: An example - Research Collection

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Author

Wüthrich, Mario V.

Date

2016

Type

Book Chapter

Citations

Cited 1 times in Web of Science

Cited 1 times in Scopus

ETH Bibliography

yes

Altmetrics

Publication status

published

External links

https://doi.org/10.1007/978-3-319-27284-9_4

Editor

Huynh, Van-Nam

Kreinovich, Vladik

Sriboonchitta, Songsak

Book title

Causal Inference in Econometrics

Journal / series

Studies in Computational Intelligence

Volume

622

Pages / Article No.

57 - 82

Publisher

Springer International Publishing

Organisational unit

08813 - Wüthrich, Mario Valentin (Tit.-Prof.)

Notes

Published online 29 December 2015.

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Citations

Cited 1 times in Web of Science

Cited 1 times in Scopus

ETH Bibliography

yes

Altmetrics