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A general framework for the construction and the smoothing of forward rate curves
Kwon, Oh Kang, (2002)
Mean reversion level extensions of time-homogeneous affine term structure models
Kwon, Oh Kang, (2007)
Orthogonal GARCH and covariance matrix forecasting: The Nordic stock markets during the Asian financial crisis 1997-1998
Bystrom, Hans, (2004)