Modelling the term premium : Cochrane-Piazzesi measure : master thesis

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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

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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
UDC:	519.2
COBISS.SI-ID:	17283417
Publication date in RUL:	16.10.2017
Views:	2859
Downloads:	609
Metadata:
:	MITAR, Živa, 2015, Modelling the term premium : Cochrane-Piazzesi measure : master thesis [online]. Master’s thesis. Ljubljana : Ž. Mitar. [Accessed 30 June 2025]. Retrieved from: https://repozitorij.uni-lj.si/IzpisGradiva.php?lang=eng&id=96820 Copy citation
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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