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Kossmeier, Stephan's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
787 |
Total
Citations
41 |
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Geyer, Alois VGSF (Vienna Graduate School of Finance) Kossmeier, Stephan Vienna University of Technology - Department of Financing of Industry Pichler, Stefan WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
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447
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European Government Bonds, Government Yiels Spreads, Bond Pricing, Default Risk, State-Space Approach, Kalman
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Geyer, Alois VGSF (Vienna Graduate School of Finance) Kossmeier, Stephan Vienna University of Technology - Department of Financing of Industry Pichler, Stefan WU - Vienna University of Economics and Business - Department of Finance, Accounting and Statistics
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12 May 03
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Last Revised:
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15 Sep 11
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340
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34
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Credit Spread, EMU, Affine Term Structure Model, Intensity Model, Multi-Issuer Model, Kalman Filter
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