Pages that link to "Item:Q4586318"
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The following pages link to Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations (Q4586318):
Displaying 9 items.
- Testing affine term structure models in case of transaction costs (Q262758) (← links)
- Validating forecasts of the joint probability density of bond yields: can affine models beat random walk? (Q291853) (← links)
- On the equivalence of a class of affine term structure models (Q666298) (← links)
- Stochastic Jacobian and Riccati ODE in affine term structure models (Q2477604) (← links)
- Consistency conditions for affine term structure models. (Q2574626) (← links)
- BILINEAR TERM STRUCTURE MODEL (Q3069955) (← links)
- SOLVABLE AFFINE TERM STRUCTURE MODELS (Q3502129) (← links)
- Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527) (← links)
- Pricing the Excess Volatility in Foreign Exchange Risk Premium and Forward Rate Bias (Q5879349) (← links)