au.\*:("EGOROV, Alexei V")
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A tale of two yield curves: Modeling the joint term structure of dollar and euro interest ratesEGOROV, Alexei V; HAITAO LI; NG, David et al.Journal of econometrics. 2011, Vol 162, Num 1, pp 55-70, issn 0304-4076, 16 p.Article
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