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Search: subject:"consistency conditions"
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Affine term structure models
1
Back Modelling
1
Car and Extended Car processes
1
Consistency Conditions
1
Direct Modelling
1
Efficiency Measures
1
Electricity Distribution Sector
1
Internal Consistency Conditions (ICCs)
1
Laplace Transform
1
Risk-Neutral Constrained Direct Modelling
1
consistency conditions
1
identification problem
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Free
3
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English
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Bertholon, H.
1
Levendorskii, Sergei
1
Monfort, A.
1
Pegoraro, F.
1
Rodríguez Pardina, Martín
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Rossi, Rossi , Martín
1
Ruzzier, Christian
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Banque de France
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Econometric Society
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Instituto de Economía, Universidad Argentina de la Empresa (UADE)
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Econometric Society 2004 North American Winter Meetings
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UADE Working Papers
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RePEc
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1
Econometric Asset Pricing Modelling.
Bertholon, H.
;
Monfort, A.
;
Pegoraro, F.
-
Banque de France
-
2008
approaches we study the Internal
Consistency
Conditions
(ICCs), implied by the absence of arbitrage opportunity assumption, and …
Persistent link: https://www.econbiz.de/10005036212
Saved in:
2
Consistency
conditions
for affine term structure models
Levendorskii, Sergei
-
Econometric Society
-
2004
Affine term structure models are widely applied for pricing of bonds and interest rate derivatives but the consistency of affine term structure models (ATSM) in cases when the short rate may be unbounded from below remains essentially an open question. The main stress in the classification paper...
Persistent link: https://www.econbiz.de/10005063599
Saved in:
3
Consistency
Conditions
: Efficiency Measures for the Electricity Distribution Sector in South America
Rodríguez Pardina, Martín
;
Rossi, Rossi , Martín
; …
-
Instituto de Economía, Universidad Argentina de la …
-
1999
previous literature on the subject. It has been found that, in general, the
consistency
conditions
are met. …
Persistent link: https://www.econbiz.de/10008492805
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