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Design and estimation of a quadratic term structure model with a mixture of normal distributions
Kikuchi, Kentaro - 2012
Persistent link: https://www.econbiz.de/10009560733
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A term structure interest rate model with the Brownian bridge lower bound
Kikuchi, Kentaro - In: Annals of finance 20 (2024) 3, pp. 301-328
Persistent link: https://www.econbiz.de/10015188737
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Comparative analysis of zero coupon yield curve estimation methods using JGB price data
Kikuchi, Kentaro; Shintani, Kohei - In: Monetary and economic studies 30 (2012), pp. 75-121
Persistent link: https://www.econbiz.de/10009666594
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Comparative analysis of zero coupon yield curve estimation methods using JGB price data
Kikuchi, Kentaro; Shintani, Kohei - 2012
Persistent link: https://www.econbiz.de/10009534127