Pages that link to "Item:Q951428"
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The following pages link to Nonlinear mean reversion in the term structure of interest rates (Q951428):
Displayed 4 items.
- Likelihood-based inference for cointegration with nonlinear error-correction (Q736558) (← links)
- Buffered vector error-correction models: an application to the U.S. Treasury bond rates (Q2700572) (← links)
- Cointegration rank switching model: an application to forecasting interest rates (Q3088167) (← links)
- Residual-Based Tests for Fractional Cointegration: Testing the Term Structure of Interest Rates (Q5863575) (← links)