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Bilateral gamma distributions and processes in financial mathematicsKÜCHLER, Uwe; TAPPE, Stefan.Stochastic processes and their applications. 2008, Vol 118, Num 2, pp 261-283, issn 0304-4149, 23 p.Article

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Validating forecasts of the joint probability density of bond yields : Can affine models beat random walk?EGOROV, Alexei V; YONGMIAO HONG; HAITAO LI et al.Journal of econometrics. 2006, Vol 135, Num 1-2, pp 255-284, issn 0304-4076, 30 p.Article