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dc.contributor.authorLIBORIO, Joaoen
dc.date.accessioned2006-06-09T08:23:23Z
dc.date.available2006-06-09T08:23:23Z
dc.date.issued2001en
dc.identifier.citationFlorence, European University Institute, 2001
dc.identifier.urihttp://hdl.handle.net/1814/4990
dc.descriptionDefence date: 21 May 2001
dc.descriptionExamining board: Prof. Giuseppe Bertola, EUI ; Prof. George Jiang, York University Toronto ; Prof. Søren Johansen, EUI, Supervisor ; Prof. Eric Renault, University of Montreal
dc.descriptionPDF of thesis uploaded from the Library digitised archive of EUI PhD theses completed between 2013 and 2017
dc.description.tableofcontents-- Yield curve models and their econometric analysis : a review -- Estimating and testing affine yield curve models : comparing (Q)ML and Indirect Inference in a small sample -- Dynamic bond portfolio choice in a model with Gaussian-diffusion regimes -- A note on principal components and cointegration analysis of the yield curveen
dc.format.mimetypeapplication/pdf
dc.language.isoenen
dc.relation.ispartofseriesEUI PhD thesesen
dc.relation.ispartofseriesDepartment of Economicsen
dc.rightsinfo:eu-repo/semantics/restrictedAccess
dc.subject.lcshRate of return -- Econometric models
dc.titleEssays on the econometric analysis of yield curve modelsen
dc.typeThesisen
dc.neeo.contributorLIBORIO|Joao|aut|
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