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The Dynamics of Short-Term Int...
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Nonlinear interest rate dynamics and implications for the term structure
Pfann, Gerard A.
;
Schotman, Peter C.
;
Tschernig, Rolf
- In:
Journal of Econometrics
74
(
1996
)
1
,
pp. 149-176
Persistent link: https://www.econbiz.de/10005192779
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Direct estimation of the risk neutral factor dynamics of Gaussian term structure models
Bams, Dennis
;
Schotman, Peter C.
- In:
Journal of Econometrics
117
(
2003
)
1
,
pp. 179-206
Persistent link: https://www.econbiz.de/10005228810
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