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A model of discontinuous interest rate behavior, yield curves, and volatility
Heston, Steven L. - In: Review of derivatives research 10 (2007) 3, pp. 205-225
Persistent link: https://www.econbiz.de/10003748108
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A note on the Nelson-Siegel family
Filipović, Damir - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 349-359
Persistent link: https://www.econbiz.de/10001444266
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Empirical tests of two state-variable Heath-Jarrow-Morton models
Bliss, Robert R. - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 452-476
Persistent link: https://www.econbiz.de/10001334599
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A short term interest rate model
Platen, Eckhard - In: Finance and stochastics 3 (1999) 2, pp. 215-225
Persistent link: https://www.econbiz.de/10001367329
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The impact of liquidity on financial markets
Thiel, Michael - 1995
Persistent link: https://www.econbiz.de/10013416318
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Engineering a generalized neural network mapping of volatility spillovers in European government bond markets
Dash, Gordon H.; Kajiji, Nina - In: Handbook of financial engineering, (pp. 201-229). 2008
Persistent link: https://www.econbiz.de/10003753673
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A unified framework of interest rates modeling
Chirilǎ, Cezar Constantin - 2014 - Dissertation
Persistent link: https://www.econbiz.de/10010463068
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Testing for a level effect in short-term interest rates
Henry, Ólan Thomas John (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002582053
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Comment on empirical tests of two state-variable Heath-Jarrow-Morton models
Ronn, Ehud I. - In: Journal of money, credit and banking : JMCB 28 (1996) 3, pp. 477-481
Persistent link: https://www.econbiz.de/10001334598