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An empirical investigation of the level effect in Australian interest rates
Gray, Philip K.; Smith, Daniel R. - In: Australian journal of management 33 (2008/09) 1, pp. 31-45
Persistent link: https://www.econbiz.de/10003740469
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Yield-factor volatility models
Pérignon, Christophe; Smith, Daniel R. - In: Journal of banking & finance 31 (2007) 10, pp. 3125-3144
Persistent link: https://www.econbiz.de/10003574840
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - In: Journal of business & economic statistics : JBES ; a … 20 (2002) 2, pp. 183-197
Persistent link: https://www.econbiz.de/10001660372
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Markov-switching and stochastic volatility diffusion models of short-term interest rates
Smith, Daniel R. - 2000
Persistent link: https://www.econbiz.de/10001487318