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A term structure model with level factor cannot be realistic and arbitrage free
Dubecq, Simon
;
Gouriéroux, Christian
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2012
Persistent link: https://www.econbiz.de/10009574575
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Yield curve estimation by kernel smoothing methods
Linton, Oliver
(
contributor
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1999
Persistent link: https://www.econbiz.de/10001453868
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Value at risk using the factor-ARCH model
Christiansen, Charlotte
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1998
Persistent link: https://www.econbiz.de/10000994075
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