Author:
Andreasen Martin M.,Christensen Bent Jesper
Subject
Applied Mathematics,Economics and Econometrics
Reference39 articles.
1. Pricing the term structure with linear regressions;Adrian;J. Financ. Econ.,2013
2. Simulation of square-root processes;Andersen,2010
3. Non-linear DSGE models and the central difference Kalman filter;Andreasen;J. Appl. Econometrics,2013
4. Correcting estimation bias in dynamic term structure models;Bauer;J. Bus. Econom. Statist.,2012
5. Interest rate dynamics and consistent forward rate curves;Björk;Math. Finance,1999
Cited by
23 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献