Bilinear term structure model
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Publication:3069955
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Cites work
- scientific article; zbMATH DE number 3742451 (Why is no real title available?)
- scientific article; zbMATH DE number 3591256 (Why is no real title available?)
- A YIELD‐FACTOR MODEL OF INTEREST RATES
- A theory of the nominal term structure of interest rates.
- A theory of the term structure of interest rates
- Affine processes and applications in finance
- Affine stochastic mortality
- An equilibrium characterization of the term structure
- An introduction to bispectral analysis and bilinear time series models
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Continuous Time Wishart Process for Stochastic Risk
- Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
- Empirical dynamic asset pricing: model specification and econometric assessment
- FACTOR MODELS OF DOMESTIC AND FOREIGN INTEREST RATES WITH STOCHASTIC VOLATILITIES
- On polynomial approximation for strictly stationary processes
- Quadratic stochastic intensity and prospective mortality tables
- Structural Laplace Transform and Compound Autoregressive Models
- The macroeconomy and the yield curve: a dynamic latent factor approach
- What does the yield curve tell us about GDP growth?
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