Pages that link to "Item:Q1410572"
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The following pages link to Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572):
Displaying 9 items.
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- Gaussian estimation and forecasting of multi-factor term structure models with an application to Japan and the United Kingdom (Q1415421) (← links)
- Correction to: ``The Gauss2++ model: a comparison of different measure change specifications for a consistent risk neutral and real world calibration'' (Q2066793) (← links)
- Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (Q2189908) (← links)
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)