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A Monte Carlo simulation approach to forecasting multi-period value-at-risk and expected shortfall using the FIGARCH-SKT specification
Degiannakis, Stavros, (2014)
Why applied macroeconomists should not use Bayesian estimation of DSGE models
Meenagh, David, (2025)
Application of duration measure in quantifying the sensitivity of project returns to changes in discount rates
Yousefi, Vahidreza, (2019)
Modeling the term structure of interest rates : a review of the literature
Gibson, Rajna, (2010)
Numerical methods in finance
Rogers, Leonard C. G., (2008)
Model misspecification analysis for bond options and Markovian hedging strategies
Bossy, Mireille, (2006)