Pages that link to "Item:Q951428"
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The following pages link to Nonlinear mean reversion in the term structure of interest rates (Q951428):
Displaying 7 items.
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Nonlinear interest rate dynamics and implications for the terms structure (Q1126499) (← links)
- Threshold nonlinear interest rates (Q1927902) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)
