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

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+Reconsidering the continuous time limit of the GARCH(1,1) process
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+A Theory of the Term Structure of Interest Rates
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+Q3433874
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+Black's Model of Interest Rates as Options, Eigenfunction Expansions and Japanese Interest Rates
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+Design and Estimation of Multi-Currency Quadratic Models*
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+Conditional Heteroskedasticity in Asset Returns: A New Approach
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+Asymptotic nonequivalence of GARCH models and diffusions
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