Pages that link to "Item:Q1126499"
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The following pages link to Nonlinear interest rate dynamics and implications for the terms structure (Q1126499):
Displaying 23 items.
- Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
- Hysteresis effects under CIR interest rates (Q418081) (← links)
- Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
- Nonlinear mean reversion in the term structure of interest rates (Q951428) (← links)
- Short rate nonlinearities and regime switches. (Q1605421) (← links)
- A competing risks analysis of the duration of federal target funds rates (Q1762045) (← links)
- Threshold nonlinear interest rates (Q1927902) (← links)
- Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
- A bivariate threshold time series model for analyzing Australian interest rates (Q2486187) (← links)
- Interest rate dynamics and consistent forward rate curves (Q2757307) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- On The Dynamics Of Lending And Deposit Interest Rates In Emerging Markets: A Non-Linear Approach (Q3368300) (← links)
- SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
- Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
- Bond pricing when the short-term interest rate follows a threshold process (Q3605240) (← links)
- A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
- Interest rate prediction: a neuro-hybrid approach with data preprocessing (Q5166466) (← links)
- EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
- Flexible Threshold Models for Modelling Interest Rate Volatility (Q5292356) (← links)
- How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
- Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
