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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 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:2906
Downloads:615
Metadata:XML DC-XML DC-RDF
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MITAR, Živa, 2015, Modelling the term premium : Cochrane-Piazzesi measure : master thesis [online]. Master’s thesis. Ljubljana : Ž. Mitar. [Accessed 17 July 2025]. Retrieved from: https://repozitorij.uni-lj.si/IzpisGradiva.php?lang=eng&id=96820
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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

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