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type_genre:"Article in journal"
~person:"Bauer, Michael D."
~person:"Boyarchenko, Nina"
~person:"Cho, Sungjun"
~person:"Phillips, Peter C. B."
~subject:"1985-2007"
~subject:"Bias"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Term structure theory"
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1985-2007
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Bauer, Michael D.
Boyarchenko, Nina
Cho, Sungjun
Phillips, Peter C. B.
Rudebusch, Glenn D.
2
Binsbergen, Jules H. van
1
Cassella, Stefano
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Cheung, Ka Shing
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International journal of theoretical and applied finance
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Review of quantitative finance and accounting
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The review of financial studies
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ECONIS (ZBW)
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1
Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
Saved in:
2
Resolving the spanning puzzle in macro-finance term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
2
,
pp. 511-553
Persistent link: https://www.econbiz.de/10011803275
Saved in:
3
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
Saved in:
4
On errors and bias of Fourier transform methods in quadratic term structure models
Boyarchenko, Nina
;
Levendorskij, Sergej Z.
- In:
International journal of theoretical and applied finance
10
(
2007
)
2
,
pp. 273-306
Persistent link: https://www.econbiz.de/10003441974
Saved in:
5
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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