Pages that link to "Item:Q2378387"
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The following pages link to Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting (Q2378387):
Displaying 5 items.
- A cyclical square-root model for the term structure of interest rates (Q299796) (← links)
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective (Q2189908) (← links)
- Affine model of inflation-indexed derivatives and inflation risk premium (Q2256214) (← links)
- Are multi-factor Gaussian term structure models still useful? An empirical analysis on Italian BTPs (Q5867418) (← links)
