Skip to content
RDP 2008-09: A Term Structure Decomposition of the Australian Yield Curve
Equation
Θ
*
=
Θ
arg
max
∑
t
=
1
n
LL
(
e
t
,
V
t
|
t
−
1
)
MathType@MTEF@5@5@+=feaagCart1ev2aaatCvAUfeBSjuyZL2yd9gzLbvyNv2CaerbuLwBLnhiov2DGi1BTfMBaeXatLxBI9gBaerbd9wDYLwzYbItLDharqqtubsr4rNCHbGeaGqiVu0Je9sqqrpepC0xbbL8F4rqqrFfpeea0xe9Lq=Jc9vqaqpepm0xbba9pwe9Q8fs0=yqaqpepae9pg0FirpepeKkFr0xfr=xfr=xb9adbaqaaeGaciGaaiaabeqaamaabaabaaGcbaGaeuiMde1aaWbaaSqabeaacaGGQaaaaOGaeyypa0ZaaCbiaeaacqqHyoquaSqabeaaciGGHbGaaiOCaiaacEgaciGGTbGaaiyyaiaacIhaaaGcdaaeWbqaaiaabYeacaqGmbWaaeWaaeaacaqGLbWaaSbaaSqaaiaadshaaeqaaOGaaiilaiaadAfadaWgaaWcbaGaamiDaiaacYhacaWG0bGaeyOeI0IaaGymaaqabaaakiaawIcacaGLPaaaaSqaaiaadshacqGH9aqpcaaIXaaabaGaamOBaaqdcqGHris5aaaa@5244@