kw.\*:("Bond market")
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Etude empirique du modèle de Vasicek sur le marché des obligations françaises = Empirical study of the term structure model of Vasicek on the french bond marketDE SEVERAC, B.Journal de la Société de statistique de Paris. 1997, Vol 138, Num 1, pp 81-103, issn 0037-914XArticle
The affine arbitrage-free class of Nelson―Siegel term structure modelsCHRISTENSEN, Jens H. E; DIEBOLD, Francis X; RUDEBUSCH, Glenn D et al.Journal of econometrics. 2011, Vol 164, Num 1, pp 4-20, issn 0304-4076, 17 p.Conference Paper
A statistical modeling methodology for the analysis of term structure of credit risk and its dependencyJIASHEN YOU; ANDO, Tomohiro.Expert systems with applications. 2013, Vol 40, Num 12, pp 4897-4905, issn 0957-4174, 9 p.Article
Global yield curve dynamics and interactions : A dynamic Nelson-Siegel approachDIEBOLD, Francis X; CANLIN LI; YUED, Vivian Z et al.Journal of econometrics. 2008, Vol 146, Num 2, pp 351-363, issn 0304-4076, 13 p.Article
On arbitrage and Markovian short rates in fractional bond marketsGAPEEV, Pavel V.Statistics & probability letters. 2004, Vol 70, Num 3, pp 211-222, issn 0167-7152, 12 p.Article