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Direct estimation of the risk neutral factor dynamcis 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/10001787610
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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/10006796320
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Sources of asymmetry in production factor dynamics
Palm, Franz C. - In: Journal of econometrics 82 (1998) 2, pp. 361-392
Persistent link: https://www.econbiz.de/10001234533
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A Bayesian approach to the empirical valuation of bond options
Schotman, Peter - In: Journal of econometrics 75 (1996) 1, pp. 183-216
Persistent link: https://www.econbiz.de/10006796306
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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
Persistent link: https://www.econbiz.de/10006761303
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Editors' introduction: Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon; Escribano, Alvaro; Pfann, Gerard - In: Journal of econometrics 74 (1996) 1, pp. 1-2
Persistent link: https://www.econbiz.de/10006796326
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Sources of asymmetry in production factor dynamics
Palm, Franz C.; Pfann, Gerard A. - In: Journal of econometrics 82 (1998) 2, pp. 361-392
Persistent link: https://www.econbiz.de/10006790186