//-->
Factor models and the shape of the term structure
Schlögl, Erik, (1997)
Interest rate modelling
Svoboda, Simona, (2004)
A note on the stability of lognormal interest rate models and the pricing of Eurodollar futures
Sandmann, Klaus, (1997)
Modelling the term structure
Pagan, Adrian R., (1995)
Simulation based estimation of some factor models in econometrics
Pagan, Adrian R., (1996)
Diagnostic tests as residual analysis
Pagan, Adrian R., (1983)