The following pages link to (Q4903819):
Displaying 10 items.
- Estimation of a nonparametric model for bond prices from cross-section and time series information (Q104342) (← links)
- Prediction bias correction for dynamic term structure models (Q500507) (← links)
- A hybrid spline-based parametric model for the yield curve (Q1657153) (← links)
- Predicting the yield curve using forecast combinations (Q1659103) (← links)
- Scenario generation for long run interest rate risk assessment (Q1676381) (← links)
- From bond yield to macroeconomic instability: a parsimonious affine model (Q1683157) (← links)
- Sparse-group independent component analysis with application to yield curves prediction (Q1727895) (← links)
- Deriving implied risk-free interest rates from bond and CDS quotes: a model-independent approach (Q2401249) (← links)
- Some Remarks on the Nelson–Siegel Model (Q3300638) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
