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Local-momentum autoregression and the modeling of interest rate term structure
Duan, Jin-Chuan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 349-359
Persistent link: https://www.econbiz.de/10011705201
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2
A new approach to model regime switching
Chang, Yoosoon
;
Choi, Yongok
;
Park, Joon Y.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 127-143
Persistent link: https://www.econbiz.de/10011743787
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3
Bias in the estimation of the mean reversion parameter in continuous time models
Yu, Jun
- In:
Journal of econometrics
169
(
2012
)
1
,
pp. 114-122
Persistent link: https://www.econbiz.de/10009666687
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4
Hermite polynomial based expansion of European option prices
Xiu, Dacheng
- In:
Journal of econometrics
179
(
2014
)
2
,
pp. 158-177
Persistent link: https://www.econbiz.de/10010372651
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