Pages that link to "Item:Q2511782"
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The following pages link to Testable implications of affine term structure models (Q2511782):
Displayed 5 items.
- Local-momentum autoregression and the modeling of interest rate term structure (Q308389) (← links)
- Identification and estimation of Gaussian affine term structure models (Q527947) (← links)
- DSGE pileups (Q1655666) (← 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)