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Financial crashes as endogenous jumps: estimation, testing and forecasting
Fernandes, Marcelo - In: Journal of economic dynamics & control 30 (2006) 1, pp. 111-141
Persistent link: https://www.econbiz.de/10003251178
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A dynamic Nelson-Siegel model with forward-looking macroeconomic factors for the yield curve in the US
Fernandes, Marcelo; Vieira, Fausto - In: Journal of economic dynamics & control 106 (2019), pp. 1-19
Persistent link: https://www.econbiz.de/10012132004
Cover Image
Financial crashes as endogenous jumps: estimation, testing and forecasting
Fernandes, Marcelo - In: Journal of economic dynamics & control 30 (2006) 1, pp. 111-142
Persistent link: https://www.econbiz.de/10006748596