Subject
Economics and Econometrics,Finance
Reference69 articles.
1. Testing continuous-time models of the spot interest rate;Ait-Sahalia;Review of Financial Studies,1996
2. Estimating affine multi-factor term structure models using closed-form maximum likelihood expansions;Ait-Sahalia;Journal of Financial Economics,2010
3. New estimates of U.K. real and nominal yield curves. Bank of England working paper;Anderson,2001
4. Kalman filtering of generalized Vasicek term structure models;Babbs;Journal of Financial and Quantitative Analysis,1999
5. Predictable changes in yields and forward rates;Backus;Journal of Financial Economics,2001
Cited by
4 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