Beta Regimes for the Yield Curve.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 456, doi. 10.1093/jjfinec/nbm007
- By:
- Publication type:
- Article
Works matching IS 14798409 AND DT 2007 AND VI 5 AND IP 3
Results: 5
1
2
Estimating Cointegrated Panels with Common Factors and the Forward Rate Unbiasedness Hypothesis.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 491, doi. 10.1093/jjfinec/nbm006
- By:
- Publication type:
- Article
3
Model-free versus Model-based Volatility Prediction.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 358, doi. 10.1093/jjfinec/nbm004
- By:
- Publication type:
- Article
4
Seeing the Wood for the Trees: A Critical Evaluation of Methods to Estimate the Parameters of Stochastic Differential Equations.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 390, doi. 10.1093/jjfinec/nbm009
- By:
- Publication type:
- Article
5
Aggregation of Nonparametric Estimators for Volatility Matrix.
- Published in:
- Journal of Financial Econometrics, 2007, v. 5, n. 3, p. 321, doi. 10.1093/jjfinec/nbm008
- By:
- Publication type:
- Article