Januj Amar Juneja

Available identifiers

zbMath Open juneja.januj-amarMaRDI QIDQ2033710

List of research outcomes

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?	2021-06-17	Paper
Dynamic Term Structure Models Using Principal Components Analysis Near the Zero Lower Bound	2020-12-09	Paper

Research outcomes over time

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