Pages that link to "Item:Q292025"

The following pages link to Financial factors, macroeconomic information and the expectations theory of the term structure of interest rates (Q292025):

Displaying 2 items.

• A Bayesian method of distinguishing unit root from stationary processes based on panel data models with cross-sectional dependence (Q892473) (← links)
• Vasicek interest rate model under Lévy process and pricing bond option (Q6544968) (← links)