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Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes - Ehrvervøkonomisk Institut, Institut for Økonomi - 2003
Persistent link: https://www.econbiz.de/10005626761
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Conditional moment testing, term premia and affine term structure models
Taulbjerg, Jes - Ehrvervøkonomisk Institut, Institut for Økonomi - 2003
Persistent link: https://www.econbiz.de/10005802163
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Co-integration and exponential-affine models of the term structure
Taulbjerg, Jes - Ehrvervøkonomisk Institut, Institut for Økonomi - 2003
Persistent link: https://www.econbiz.de/10005260618