Riskfree Rate Dynamics: Information, Trading, and State Space Modeling

M. van der Wel

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

Original languageEnglish
QualificationPhD
Awarding Institution
  • Vrije Universiteit Amsterdam
Supervisors/Advisors
  • Lucas, André, Supervisor
  • Koopman, S.J., Supervisor
  • Menkveld, A.J., Co-supervisor
Award date1 Dec 2008
Print ISBNs789051707694
Publication statusPublished - 2008

Bibliographical note

Naam instelling promotie: VU Vrije Universiteit
Naam instelling onderzoek: VU Vrije Universiteit

Cite this

@phdthesis{f56a4449b6a045b28612cc5787258992,
title = "Riskfree Rate Dynamics: Information, Trading, and State Space Modeling",
author = "{van der Wel}, M.",
note = "Naam instelling promotie: VU Vrije Universiteit Naam instelling onderzoek: VU Vrije Universiteit",
year = "2008",
language = "English",
isbn = "789051707694",
school = "Vrije Universiteit Amsterdam",

}

van der Wel, M 2008, 'Riskfree Rate Dynamics: Information, Trading, and State Space Modeling', PhD, Vrije Universiteit Amsterdam.

Riskfree Rate Dynamics : Information, Trading, and State Space Modeling. / van der Wel, M.

2008. 155 p.

Research output: PhD ThesisPhD Thesis - Research VU, graduation VUAcademic

TY - THES

T1 - Riskfree Rate Dynamics

T2 - Information, Trading, and State Space Modeling

AU - van der Wel, M.

N1 - Naam instelling promotie: VU Vrije Universiteit Naam instelling onderzoek: VU Vrije Universiteit

PY - 2008

Y1 - 2008

M3 - PhD Thesis - Research VU, graduation VU

SN - 789051707694

ER -