Narrow search
Showing 1 - 10 of 152
Cover Image
Evaluating travel behavior resilience across urban and rural areas during the COVID-19 pandemic : contributions of vaccination and epidemiological indicators
Xi, Haoning; Nelson, John D.; Hensher, David A.; Hu, Songhua - 2023
Persistent link: https://www.econbiz.de/10014371960
Cover Image
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B - 2010
Persistent link: https://www.econbiz.de/10003939417
Cover Image
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper; Wel, Michael van der - 2010
Persistent link: https://www.econbiz.de/10003947812
Cover Image
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.; Dorion, Christian; Jacobs, Kris; … - 2012
Persistent link: https://www.econbiz.de/10009667381
Cover Image
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975531
Cover Image
Maximum likelihood estimation of non-linear continuous-time term-structure models
Honoré, Peter - 1997
Persistent link: https://www.econbiz.de/10000975535
Cover Image
Econometric analysis of continuous-time arbitrage-free models of the term structure of interest rates
Lund, Jesper - 1995
Persistent link: https://www.econbiz.de/10000901138
Cover Image
Long and short memory in dynamic term structure models
Huseynov, Salman - 2021 - This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Cover Image
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat; Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10008669351
Cover Image
Value at risk using the factor-ARCH model
Christiansen, Charlotte - 1998
Persistent link: https://www.econbiz.de/10000994075