Pages that link to "Item:Q1409833"
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The following pages link to Conditional Gaussian models of the term structure of interest rates (Q1409833):
Displaying 13 items.
- A tractable yield-curve model that guarantees positive interest rates (Q375261) (← links)
- Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes (Q834291) (← links)
- Estimation and inference in the yield curve model with an instantaneous error term (Q834330) (← links)
- A model of discontinuous interest rate behavior, yield curves, and volatility (Q941729) (← links)
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models (Q1410572) (← links)
- A general Gaussian interest rate model consistent with the current term structure (Q1952680) (← links)
- Price-admissibility conditions for arbitrage-free linear price function models for the term structure of interest rates (Q2831007) (← links)
- Pricing Claims Under GARCH-Level Dependent Interest Rate Processes (Q3114752) (← links)
- A multi-factor jump-diffusion model for commodities† (Q3498564) (← links)
- A Gaussian approach for continuous time models of the short-term interest rate (Q4549735) (← links)
- CONSISTENT YIELD CURVE PREDICTION (Q4563766) (← links)
- A FAMILY OF TERM‐STRUCTURE MODELS FOR LONG‐TERM RISK MANAGEMENT AND DERIVATIVE PRICING (Q4673850) (← links)
- PRINCIPAL-COMPONENT-BASED GAUSSIAN AFFINE TERM STRUCTURE MODELS: CONSTRAINTS AND THEIR FINANCIAL IMPLICATIONS (Q5114678) (← links)
