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person:"Nelson, Charles R."
subject:"United States"
~person:"Juneja, Januj"
~subject:"Yield curve"
~type_genre:"Article in journal"
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Yield curve
Estimation theory
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Nelson, Charles R.
Juneja, Januj
Hoffman, Dennis L.
5
Maddala, Gangadharrao S.
5
Atkinson, Scott Estes
4
Bekaert, Geert
4
Bera, Anil K.
4
Caporale, Guglielmo Maria
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4
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4
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4
Rudebusch, Glenn D.
4
Swanson, Norman R.
4
Todd, Petra
4
Wu, Jing Cynthia
4
Almeida, Caio
3
Anderson, Richard G.
3
Arnade, Carlos Anthony
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Baltagi, Badi H.
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Review of quantitative finance and accounting
2
Journal of empirical finance
1
Journal of monetary economics
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of business : B
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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1
Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias
Juneja, Januj
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011979271
Saved in:
2
Invariance, observational equivalence, and identification : some implications for the empirical performance of affine term structure models
Juneja, Januj
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 292-305
Persistent link: https://www.econbiz.de/10011792338
Saved in:
3
An evaluation of alternative methods used in the estimation of Gaussian term structure models
Juneja, Januj
- In:
Review of quantitative finance and accounting
44
(
2015
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10011327670
Saved in:
4
Term structure estimation in the presence of autocorrelation
Juneja, Januj
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
Saved in:
5
Estimation of a forward-looking monetary policy rule : a time-varying parameter model using ex post data
Kim, Chang-jin
;
Nelson, Charles R.
- In:
Journal of monetary economics
53
(
2006
)
8
,
pp. 1949-1966
Persistent link: https://www.econbiz.de/10003394388
Saved in:
6
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
7
Parsimonious modeling of yield curves
Nelson, Charles R.
- In:
The journal of business : B
60
(
1987
)
4
,
pp. 473-489
Persistent link: https://www.econbiz.de/10001037645
Saved in:
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