in 2007. Our first result is that, from a practical point of view, the intraday yield curve can be modeled by standard …

in 2007. Our first result is that, from a practical point of view, the intraday yield curve can be modeled by standard …

in 2007. Our first result is that, from a practical point of view, the intraday yield curve can be modeled by standard …

-Li model, for the estimation of an intraday yield curve on the Italian interbank credit market e-MID. Using a sample which … estimation of an intraday yield curve providing superior empirical results when compared with similar works on e-MID. The second …

in 2007. Our first result is that, from a practical point of view, the intraday yield curve can be modeled by standard …

in 2007. Our first result is that, from a practical point of view, the intraday yield curve can be modeled by standard …