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Modelling the yield curve with orthonomalised Laguerre polynomials : an intertemporally consistent approach with an economic interpretation
Krippner, Leo (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002175049
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Yield curve modeling and forecasting using semiparametric factor dynamics
Härdle, Wolfgang; Majer, Piotr - In: The European journal of finance 22 (2016) 10/12, pp. 1109-1129
Persistent link: https://www.econbiz.de/10011715314
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Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio; Pettenuzzo, Davide; Timmermann, Allan - In: Management science : journal of the Institute for … 65 (2019) 2, pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
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Financial surveillance
Frisén, Marianne (ed.) - 2008
Persistent link: https://www.econbiz.de/10003555592
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Stochastic volatility in financial markets : crossing the bridge to continuous time
Fornari, Fabio; Mele, Antonio - 2000
Persistent link: https://www.econbiz.de/10001464294
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An intertemporally-consistent and arbitrage-free version of the Nelson and Siegel class of yield curve models
Krippner, Leo (contributor) - 2005
Persistent link: https://www.econbiz.de/10003129240
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High dimensional yield curves : models and forecasting
Bowsher, Clive G. (contributor); Meeks, Roland (contributor) - 2006
Persistent link: https://www.econbiz.de/10003385869
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High dimensional yield curves : models and forecasting
Bowsher, Clive G. (contributor); Meeks, Roland (contributor) - 2006
Persistent link: https://www.econbiz.de/10003385912