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Estimating the term structure of interest rates for monetary policy analysis
Dahlquist, Magnus - In: The Scandinavian journal of economics 98 (1996) 2, pp. 163-183
Persistent link: https://www.econbiz.de/10001202145
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Maximum likelihood estimation for a multifactor equilibrium model of the term structure of interest rates
Chen, Ren-Raw - In: The journal of fixed income 3 (1993) 3, pp. 14-31
Persistent link: https://www.econbiz.de/10001157476
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Testing the Heath-Jarrow-Morton - Ho-Lee model of interest rate contingent claims pricing
Flesaker, Bjorn - In: Journal of financial and quantitative analysis : JFQA 28 (1993) 4, pp. 483-495
Persistent link: https://www.econbiz.de/10001160498
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Nonparametric density estimation and tests of continuous time interest rate models
Pritsker, Matthew - In: The review of financial studies 11 (1998) 3, pp. 449-487
Persistent link: https://www.econbiz.de/10001249774
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Testing term structure estimation methods
Bliss, Robert R. - 1996
Persistent link: https://www.econbiz.de/10000938527
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The term structure of interest rates : estimation and interpretation
Seppälä, Juha; Viertiö, Petri - 1996
Persistent link: https://www.econbiz.de/10000946396
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Introduction to m-m processes
Granger, C. W. J.; Hyung, Namwon - 1998
Persistent link: https://www.econbiz.de/10000993944
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Panel-data estimation of non-linear term-structure models
Honoré, Peter - 1998
Persistent link: https://www.econbiz.de/10000996537
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Représentation VAR et test de la théorie des anticipations de la structure par terme
Jondeau, Eric - 1997
Persistent link: https://www.econbiz.de/10000968630
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Estimation of continuous-time models for stock returns and interest rates
Gallant, A. Ronald - In: Macroeconomic dynamics 1 (1997) 1, pp. 135-168
Persistent link: https://www.econbiz.de/10001337436