Details

Modelling the term premium : Cochrane-Piazzesi measure : master thesis
ID Mitar, Živa (Author), ID Basrak, Bojan (Mentor) More about this mentor... This link opens in a new window

.pdfPDF - Presentation file, Download (896,81 KB)
MD5: 7D09242946A2C64E8F6E0E97131454BD
PID: 20.500.12556/rul/d4346b2b-261a-4dd0-9556-48e6589245d8

Language:English
Keywords:term premium, yield structure, multiple linear regression, ordinary least squares, Cochrane-Piazzesi measure, autocorrelation
Work type:Master's thesis/paper
Typology:2.09 - Master's Thesis
Organization:FMF - Faculty of Mathematics and Physics
Place of publishing:Ljubljana
Publisher:[Ž. Mitar]
Year:2015
Number of pages:XII, 89 str.
PID:20.500.12556/RUL-96820 This link opens in a new window
UDC:519.2
COBISS.SI-ID:17283417 This link opens in a new window
Publication date in RUL:16.10.2017
Views:2856
Downloads:609
Metadata:XML DC-XML DC-RDF
:
MITAR, Živa, 2015, Modelling the term premium : Cochrane-Piazzesi measure : master thesis [online]. Master’s thesis. Ljubljana : Ž. Mitar. [Accessed 29 June 2025]. Retrieved from: https://repozitorij.uni-lj.si/IzpisGradiva.php?lang=eng&id=96820
Copy citation
Share:Bookmark and Share

Secondary language

Language:Slovenian
Title:Modeliranje terminske premije: Cochrane-Piazzesiina mera
Keywords:terminska premija, časovna struktura obrestnih mer, večkratna linearna regresija, metoda najmanjših kvadratov, Cochrane-Piazzesiina mera, avtokorelacija časovnih vrst

Similar documents

Similar works from RUL:
  1. Modelling the term premium: Cochrane-Piazzesi measure
  2. Spatial analysis of agricultural land market in Slovenia in 2007-2011
  3. Multiple linear regression analysis
  4. Least squares approximation of scattered data over triangulations
  5. Data Analysis Using the Partial Least Squares Method (PLS method)
Similar works from other Slovenian collections:
  1. REGRESSION ANALYSIS
  2. Forecasting of American tourists' arrival to Slovenia
  3. Personal consumption in France
  4. Evolutionary-based prediction of [epsilon][sub]50 for the lateral load-displacement behavior of piles in clay
  5. Usage of optimization techniques for solving practical nonlinear problems

Back