Pages that link to "Item:Q2343755"
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The following pages link to The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755):
Displaying 5 items.
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- Term structure analysis with big data: one-step estimation using bond prices (Q2323364) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- Estimating dynamic equilibrium models using mixed frequency macro and financial data (Q2630354) (← links)
- Efficient bond price approximations in non-linear equilibrium-based term structure models (Q2687853) (← links)