Pages that link to "Item:Q2511782"
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The following pages link to Testable implications of affine term structure models (Q2511782):
Displaying 10 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Local-momentum autoregression and the modeling of interest rate term structure (Q308389) (← links)
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- Testing single-index restrictions with a focus on average derivatives (Q530960) (← links)
- DSGE pileups (Q1655666) (← links)
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318) (← links)
- Testing Distributions of Stochastically Generated Yield Curves (Q4661706) (← links)
- Enhancing Estimation for Interest Rate Diffusion Models With Bond Prices (Q6616626) (← links)