Pages that link to "Item:Q1126499"

The following pages link to Nonlinear interest rate dynamics and implications for the terms structure (Q1126499):

Displaying 17 items.

• Contemporaneous threshold autoregressive models: estimation, testing and forecasting (Q289169) (← links)
• Testing for long-range dependence in the Brazilian term structure of interest rates (Q601336) (← links)
• Short rate nonlinearities and regime switches. (Q1605421) (← links)
• A competing risks analysis of the duration of federal target funds rates (Q1762045) (← links)
• Threshold nonlinear interest rates (Q1927902) (← links)
• Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
• SELF EXCITING THRESHOLD INTEREST RATES MODELS (Q3421826) (← links)
• Linear Cointegration of Nonlinear Time Series with an Application to Interest Rate Dynamics (Q3574714) (← links)
• Bond pricing when the short-term interest rate follows a threshold process (Q3605240) (← links)
• A Simple Specification Procedure for the Transition Function in Persistent Nonlinear Time Series Models (Q4561862) (← links)
• Interest rate prediction: a neuro-hybrid approach with data preprocessing (Q5166466) (← links)
• EFFICIENT PIECEWISE TREES FOR THE GENERALIZED SKEW VASICEK MODEL WITH DISCONTINUOUS DRIFT (Q5281722) (← links)
• Flexible Threshold Models for Modelling Interest Rate Volatility (Q5292356) (← links)
• How can we Define the Concept of Long Memory? An Econometric Survey (Q5466754) (← links)
• Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
• Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)
• Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)