| Title | Other author(s) | |
|---|---|---|
New Information Response Functions.Bank of France Working Papers [View] (Paper: Nr 235, 16.06.2009) |
||
No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.Bank of France Working Papers [View] (Paper: Nr 234, 15.06.2009) |
||
Econometric Asset Pricing ModellingBank of France Working Papers [View] (Paper: Nr 223, 02.10.2008) |
||
Switching VARMA Term Structure Models - Extended VersionBank of France Working Papers [View] (Paper: Nr 191, 12.12.2007) |
||
Pricing and Inference with Mixtures of Conditionally Normal ProcessesBank of France Working Papers [View] (Paper: Nr 188, 14.11.2007) |
||
Multi-Lag Term Structure Models with Stochastic Risk PremiaBank of France Working Papers [View] (Paper: Nr 189, 14.11.2007) |
