Pages that link to "Item:Q898585"
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The following pages link to Long memory affine term structure models (Q898585):
Displaying 10 items.
- Local-momentum autoregression and the modeling of interest rate term structure (Q308389) (← links)
- Long run forward rates and long yields of bonds and options in heterogeneous equilibria (Q928503) (← links)
- A simple long-memory equilibrium interest rate model (Q1391624) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- Testable implications of affine term structure models (Q2511782) (← links)
- Time-varying persistence of inflation: evidence from a wavelet-based approach (Q2691719) (← links)
- A note on the long rate in factor models of the term structure (Q4642736) (← links)
- BEHAVIOR OF LONG-TERM YIELDS IN A LÉVY TERM STRUCTURE (Q5420696) (← links)
- Mean Reversion Level Extensions of Time‐Homogeneous Affine Term Structure Models (Q5459527) (← links)
- Hedging longevity risk under non-Gaussian state-space stochastic mortality models: a mean-variance-skewness-kurtosis approach (Q6152687) (← links)
