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http://bura.brunel.ac.uk/handle/2438/20066
Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Realdon, M | - |
dc.date.accessioned | 2020-01-21T14:56:58Z | - |
dc.date.available | 2017-12-08 | - |
dc.date.available | 2020-01-21T14:56:58Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | European Journal of Finance, 2017, 23 (15), pp. 1468 - 1511 | en_US |
dc.identifier.issn | 1351-847X | - |
dc.identifier.issn | http://dx.doi.org/10.1080/1351847X.2016.1173082 | - |
dc.identifier.issn | 1466-4364 | - |
dc.identifier.uri | http://bura.brunel.ac.uk/handle/2438/20066 | - |
dc.format.extent | 1468 - 1511 | - |
dc.language.iso | en | en_US |
dc.publisher | Taylor & Francis | en_US |
dc.subject | affine Gaussian models | en_US |
dc.subject | quadratic Gaussian models | en_US |
dc.subject | Black model | en_US |
dc.subject | vertical method oflines | en_US |
dc.subject | sequential splitting | en_US |
dc.title | Gaussian models for Euro high grade government yields | en_US |
dc.type | Article | en_US |
dc.identifier.doi | http://dx.doi.org/10.1080/1351847X.2016.1173082 | - |
dc.relation.isPartOf | European Journal of Finance | - |
pubs.issue | 15 | - |
pubs.publication-status | Published | - |
pubs.volume | 23 | - |
dc.identifier.eissn | 1466-4364 | - |
Appears in Collections: | Dept of Economics and Finance Research Papers |
Files in This Item:
File | Description | Size | Format | |
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FullText.pdf | 253.1 kB | Adobe PDF | View/Open |
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