scholarly journals Change-Points in Affine Arbitrage-Free Term Structure Models

2012 ◽  
Vol 11 (2) ◽  
pp. 302-334 ◽  
Author(s):  
S. Chib ◽  
K. H. Kang
Keyword(s):  
Term Structure ◽  
Change Points ◽  
Free Term ◽  
Term Structure Models

Risk Premia and Wishart Term Structure Models

2010 ◽  
Author(s):  
Carl Chiarella ◽  
Chih-Ying Hsiao ◽  
Thuy Duong To
Keyword(s):  
Term Structure ◽  
Risk Premia ◽  
Term Structure Models
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