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A Multivariate Model of the Term Structure *
Author(s) -
LANGETIEG TERENCE C.
Publication year - 1980
Publication title -
the journal of finance
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 18.151
H-Index - 299
eISSN - 1540-6261
pISSN - 0022-1082
DOI - 10.1111/j.1540-6261.1980.tb03472.x
Subject(s) - library science , citation , term (time) , computer science , quantum mechanics , physics