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Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze; Koh, Winston T. H.; Ramaswamy, Krishna - In: The journal of fixed income 15 (2006) 4, pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
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Predicting short-term Eurodollar futures
Chua, Chong Tze; Ramaswamy, Krishna; Stine, Robert A. - In: The journal of fixed income 18 (2008/09) 4, pp. 47-61
Persistent link: https://www.econbiz.de/10003848039
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A recursive parameter estimation technique for term structure models
Chua, Choong Tze; Ramaswamy, Krishna - In: The journal of fixed income 20 (2010/11) 3, pp. 97-110
Persistent link: https://www.econbiz.de/10008858595
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A RECURSIVE PARAMETER ESTIMATION TECHNIQUE FOR TERM STRUCTURE MODELS
Tze Chua, Choong; Ramaswamy, Krishna - In: The journal of fixed income 20 (2011) 3, pp. 97-97
Persistent link: https://www.econbiz.de/10008813959
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PREDICTING SHORT-TERM EURODOLLAR FUTURES
Chua, Choong Tze; Ramaswamy, Krishna; Stine, Robert A. - In: The journal of fixed income 18 (2009) 4, pp. 47-61
Persistent link: https://www.econbiz.de/10008243063