Pages that link to "Item:Q2889591"
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The following pages link to An Affine Two-Factor Heteroskedastic Macro-Finance Term Structure Model (Q2889591):
Displaying 4 items.
- Problems in certain two-factor term structure models (Q687710) (← links)
- Affine pure-jump processes on positive Hilbert-Schmidt operators (Q2157326) (← links)
- Resolving the Spanning Puzzle in Macro-Finance Term Structure Models* (Q4555650) (← links)
- An infinite‐dimensional affine stochastic volatility model (Q6054429) (← links)