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Estimating and applying autoregression models via their eigensystem representation
Krippner, Leo - 2023
Persistent link: https://www.econbiz.de/10014432302
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A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2009
Persistent link: https://www.econbiz.de/10003954415
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A theoretical foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo - 2012
Persistent link: https://www.econbiz.de/10009561195
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A theoretically consistent version of the Nelson and Siegel class of yield curve models
Krippner, Leo - In: Applied mathematical finance 13 (2006) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10003320038
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A theoretical foundation for the Nelson-Siegel class of yield curve models
Krippner, Leo - In: Journal of applied econometrics 30 (2015) 1, pp. 97-118
Persistent link: https://www.econbiz.de/10011327646
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Will the real eigensystem VAR please stand up? : a univariate primer
Krippner, Leo - 2019
Persistent link: https://www.econbiz.de/10012223627
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Specifying and estimating vector autoregressions using their eigensystem representation
Krippner, Leo - In: Economics letters 241 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015078238
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Specifying and estimating vector autoregressions using their eigensystem representation
Krippner, Leo - In: Economics letters 241 (2024), pp. 1-4
Persistent link: https://www.econbiz.de/10015078257
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Specifying and estimating vector autoregressions using their essions using their Eigensystem representation
Krippner, Leo - 2024
Persistent link: https://www.econbiz.de/10014637511