Stationary and nonstationary behaviour of the term structure: a nonparametric characterization
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Publication:3176523
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Cites work
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 765034 (Why is no real title available?)
- A GENERAL PROOF OF THE DYBVIG-INGERSOLL-ROSS THEOREM: LONG FORWARD RATES CAN NEVER FALL
- An equilibrium characterization of the term structure
- Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
- Forecasting the term structure of government bond yields
- Interest rate models: an introduction
- Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
- Present value relations, Granger noncausality, and VAR stability
- Representation of Cointegrated Autoregressive Processes with Application to Fractional Processes
- STATIONARY PROCESSES THAT LOOK LIKE RANDOM WALKS— THE BOUNDED RANDOM WALK PROCESS IN DISCRETE AND CONTINUOUS TIME
- Stochastic differential equations. An introduction with applications.
- Testing hypotheses in an \(I(2)\) model with piecewise linear trends. An analysis of the persistent long swings in the Dmk/\$ rate
- The dynamics of economic functions: modeling and forecasting the yield curve
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