Stability of descriptive models for the term structure of interest rates with application to German Market Data.

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)467-507
Number of pages41
JournalBritish Actuarial Journal
Volume7
Publication statusPublished - 2001

Cite this

@article{c3e86e5ad9be451980854da73a5e5c5f,
title = "Stability of descriptive models for the term structure of interest rates with application to German Market Data.",
author = "Cairns, {Andrew John George} and D Pritchard",
year = "2001",
language = "English",
volume = "7",
pages = "467--507",
journal = "British Actuarial Journal",
issn = "1357-3217",
publisher = "Cambridge University Press",

}

TY - JOUR

T1 - Stability of descriptive models for the term structure of interest rates with application to German Market Data.

AU - Cairns, Andrew John George

AU - Pritchard, D

PY - 2001

Y1 - 2001

M3 - Article

VL - 7

SP - 467

EP - 507

JO - British Actuarial Journal

JF - British Actuarial Journal

SN - 1357-3217

ER -