Work

A Multivariate Model of the Term Structure

Year: 1980

Type: article

Source: The Journal of Finance

DOI: 10.1111/j.1540-6261.1980.tb03472.x

Author: TERENCE C. LANGETIEG

Institutions: University of Southern California, University of Wisconsin–Madison, University of California, Los Angeles

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2158448835

FWCI: 5.85

Cites: 56

Cited by: 224

Related to: 10