1. New Estimates of the UK Real and Nominal Yield Curves;Anderson,2001
2. Entropy and information in the interest rate term structure;Brody;Quantitative Finance,2002
3. Yield spreads and interest rate movements: a bird's eye view;Campbell;Review of Economic Studies,1991
4. Recent Developments in Extracting Information from Options Markets;Clews,2000
5. Elements of Information Theory;Cover,1991