Pages that link to "Item:Q834330"
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The following pages link to Estimation and inference in the yield curve model with an instantaneous error term (Q834330):
Displaying 9 items.
- Linearized Nelson-Siegel and Svensson models for the estimation of spot interest rates (Q439703) (← links)
- Term structure of interest rates estimation using rational Chebyshev functions (Q894201) (← links)
- A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
- Correction to: Yield curve shapes and the asymptotic short rate distribution in affine one-factor models (Q1709609) (← links)
- Decreasing Yield Curves in a Model with an Unknown Constant Growth Rate (Q2707035) (← links)
- (Q2993853) (← links)
- (Q4212970) (← links)
- Testing Distributions of Stochastically Generated Yield Curves (Q4661706) (← links)
- Correction to: ``Yield curve shapes of Vasicek interest rate models, measure transformations and an application for the simulation of pension products'' (Q5896847) (← links)