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The Meiselman forward interest rate revision regression as an affine term structure model
Golinski, Adam; Spencer, Peter D. - 2012
Persistent link: https://www.econbiz.de/10009663204
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Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam; Spencer, Peter D. - 2019
Persistent link: https://www.econbiz.de/10012198636
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Estimating the term structure with linear regressions : getting to the roots of the problem
Golinski, Adam; Spencer, Peter D. - In: Journal of financial econometrics 19 (2021) 5, pp. 960-984
Persistent link: https://www.econbiz.de/10012799057
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A simple two-component model for the distribution of intraday returns
Coroneo, Laura; Veredas, David - In: The European journal of finance 18 (2012) 9/10, pp. 775-797
Persistent link: https://www.econbiz.de/10009691780