Alexei V. Egorov

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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!

PublicationDate of PublicationType
Validating forecasts of the joint probability density of bond yields: can affine models beat random walk?
Journal of Econometrics
2016-06-10Paper


Research outcomes over time


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