Term structure models and the zero bound: an empirical investigation of Japanese yields (Q528018): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2011.12.005
@@ Property / DOI: 10.1016/j.jeconom.2011.12.005 / rank @@
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-Kenneth J. Singleton
@@ Property / author: Kenneth J. Singleton / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / OpenAlex ID @@
+W3125524825
@@ Property / OpenAlex ID: W3125524825 / rank @@
+Normal rank
@@ Property / cites work @@
+Reconsidering the continuous time limit of the GARCH(1,1) process
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@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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@@ Property / cites work @@
+Q3433874
@@ Property / cites work: Q3433874 / rank @@
+Normal rank
@@ Property / cites work @@
+Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
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@@ Property / cites work @@
+Design and Estimation of Multi-Currency Quadratic Models*
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@@ Property / cites work @@
+Conditional Heteroskedasticity in Asset Returns: A New Approach
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@@ Property / cites work @@
+Asymptotic nonequivalence of GARCH models and diffusions
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@@ Property / DOI @@
+.1016/J.JECONOM.2011.12.005
@@ Property / DOI: 10.1016/J.JECONOM.2011.12.005 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:528018