Pages that link to "Item:Q527947"
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The following pages link to Identification and estimation of Gaussian affine term structure models (Q527947):
Displayed 14 items.
- Local-momentum autoregression and the modeling of interest rate term structure (Q308389) (← links)
- Long memory affine term structure models (Q898585) (← links)
- DSGE pileups (Q1655666) (← links)
- How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the estimation of continuous-time affine term structure models? (Q2033711) (← links)
- Fundamental bubbles in equity markets (Q2156535) (← links)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- MoNK: mortgages in a New-Keynesian model (Q2246696) (← links)
- European spreads at the interest rate lower bound (Q2246719) (← links)
- The SR approach: a new estimation procedure for non-linear and non-Gaussian dynamic term structure models (Q2343755) (← links)
- Estimation of affine term structure models with spanned or unspanned stochastic volatility (Q2343761) (← links)
- Testable implications of affine term structure models (Q2511782) (← links)
- Measuring the unmeasurable: an application of uncertainty quantification to Treasury bond portfolios (Q4555154) (← links)
- Strategic commodity allocation (Q4682999) (← links)
- EFFECTS OF INDEX‐FUND INVESTING ON COMMODITY FUTURES PRICES (Q5245739) (← links)