1. Quadratic term structure models: theory and evidence;Ahn;Review of Financial Studies,2002
2. Purebred of hybrid? Reproducing the volatility in term structure dynamics;Ahn;Journal of Econometrics,2003
3. Jump diffusion processes and term structure of interest rates;Ahn;Journal of Finance,1988
4. Andersen, T., Benzoni, L., Lund, J., 2003. Stochastic volatility, mean drift and jumps in the short rate diffusion: sources of steepness, level and curvature. Working Paper, Northwestern University.
5. Regime switches in interest rates;Ang;Journal of Business and Economic Statistics,2002