Vergleich statistischer Zinsmodelle

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SCHECK, Dominik, 2001. Vergleich statistischer Zinsmodelle

@mastersthesis{Scheck2001Vergl-12152, title={Vergleich statistischer Zinsmodelle}, year={2001}, author={Scheck, Dominik} }

<rdf:RDF xmlns:rdf="http://www.w3.org/1999/02/22-rdf-syntax-ns#" xmlns:bibo="http://purl.org/ontology/bibo/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:dcterms="http://purl.org/dc/terms/" xmlns:xsd="http://www.w3.org/2001/XMLSchema#" > <rdf:Description rdf:about="https://kops.uni-konstanz.de/rdf/resource/123456789/12152"> <dc:contributor>Scheck, Dominik</dc:contributor> <dcterms:rights rdf:resource="http://nbn-resolving.org/urn:nbn:de:bsz:352-20140905103416863-3868037-7"/> <dcterms:title>Vergleich statistischer Zinsmodelle</dcterms:title> <dc:rights>deposit-license</dc:rights> <bibo:uri rdf:resource="http://kops.uni-konstanz.de/handle/123456789/12152"/> <dcterms:alternative>Models for term structure estimation - an empirical comparison</dcterms:alternative> <dc:creator>Scheck, Dominik</dc:creator> <dc:date rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:43:02Z</dc:date> <dc:format>application/pdf</dc:format> <dcterms:issued>2001</dcterms:issued> <dc:language>deu</dc:language> <dcterms:available rdf:datatype="http://www.w3.org/2001/XMLSchema#dateTime">2011-03-25T09:43:02Z</dcterms:available> <dcterms:abstract xml:lang="eng">In the theoretical part of my dissertation I introduced several models for estimating the German term structure of interest rates. In the practical part three models including the Nelson/Siegel and the Svensson approach, and a spline model were empirically compared. Possible interpretations from the estimated term structure models are developped and in the practical framework compared. Besides their implications for future interest rates and inflation are investigated.</dcterms:abstract> </rdf:Description> </rdf:RDF>

Dateiabrufe seit 01.10.2014 (Informationen über die Zugriffsstatistik)

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