Januj Amar Juneja
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Person:2033710
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| 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? Computational Management Science | 2021-06-17 | Paper |
| Dynamic term structure models using principal components analysis near the zero lower bound Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning | 2020-12-09 | Paper |
Research outcomes over time
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