SHORT RATE FORECASTING BASED ON THE INFERENCE FROM THE CIR MODEL FOR MULTIPLE YIELD CURVE DYNAMICS.
- Published in:
- Annals of Financial Economics, 2016, v. 11, n. 1, p. -1, doi. 10.1142/S2010495216500044
- By:
- Publication type:
- Article
Works matching IS 20104952 AND DT 2016 AND VI 11 AND IP 1
Results: 5
1
2
ESTIMATING PREFERENCE PARAMETERS FROM STOCK RETURNS USING SIMULATED METHOD OF MOMENTS.
- Published in:
- Annals of Financial Economics, 2016, v. 11, n. 1, p. -1, doi. 10.1142/S2010495216500056
- By:
- Publication type:
- Article
3
MARKET COMPETITION, ARBITRAGE RISK, AND CAPITAL STRUCTURE: EVIDENCE FROM TAIWAN.
- Published in:
- Annals of Financial Economics, 2016, v. 11, n. 1, p. -1, doi. 10.1142/S2010495216500020
- By:
- Publication type:
- Article
4
RATIONAL LEARNING FOR RISK-AVERSE INVESTORS BY CONDITIONING ON BEHAVIORAL CHOICES.
- Published in:
- Annals of Financial Economics, 2016, v. 11, n. 1, p. -1, doi. 10.1142/S2010495216500032
- By:
- Publication type:
- Article
5
A GENERAL OPTIMAL INVESTMENT MODEL IN THE PRESENCE OF BACKGROUND RISK.
- Published in:
- Annals of Financial Economics, 2016, v. 11, n. 1, p. -1, doi. 10.1142/S2010495216500019
- By:
- Publication type:
- Article