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Forecasting recorded property crime using a time-series econometric model
Deadman, Derek F. - 1995
Persistent link: https://www.econbiz.de/10000924796
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State-space of the Vasicek model for long-term bonds with Kalman filter
Mawonike, Romeo; Ikpe, Dennis; Gyamerah, Samuel Asante - In: International journal of financial engineering 10 (2023) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10014304258
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Present value for a stochastic interest rate
Gay, Roger - 1994
Persistent link: https://www.econbiz.de/10000894835
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Interest rates linkages between the French, German and USA interest rates: econometric evidence for the "German and US Dominance" hypothesis
Fisher, Lance; Joyeux, Roselyne; Worner, William E. - 1997
Persistent link: https://www.econbiz.de/10000658094
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Microcomputer forecasting and stabilisation of multiple time series in the state space
Vishwakarma, Keshav P. - 1985
Persistent link: https://www.econbiz.de/10000702898
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Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter; Granger, C. W. J. - 1996
Persistent link: https://www.econbiz.de/10000955311
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Projected polynomial autoregressions for prediction of stationary time series
DeLuna, Xavier - 1996
Persistent link: https://www.econbiz.de/10000955737
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Budget deficits and interest rates : Ricardian equivalence revisited
Caporale, Guglielmo Maria; Pittis, Nikitas; … - 1997
Persistent link: https://www.econbiz.de/10000962390
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Application of penalized splines method in the credit market
Yao, Zhilin - 2008
Persistent link: https://www.econbiz.de/10003738379
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Smooth regimes, macroeconomic variables, and bagging for the short-term interest rate process
Audrino, Francesco; Medeiros, Marcelo C. - 2008
Persistent link: https://www.econbiz.de/10003773443