Author:
Andersson Patrik,Lagerås Andreas N.
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference9 articles.
1. Integrated OU processes and non-Gaussian OU-based stochastic volatility models;Barndorff-Nielsen;Scandinavian Journal of Statistics,2003
2. Global portfolio optimization;Black;Financial Analysts Journal,1992
3. How arbitrage-free is the Nelson–Siegel term model?;Coroneo,2008
4. Forecasting the term structure of government bond yields;Diebold;Journal of Econometrics,2006
5. Affine processes and applications in finance;Duffie;The Annals of Applied Probability,2003
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