scholarly journals Term Structure Dynamics in Theory and Reality

2003 ◽  
Vol 16 (3) ◽  
pp. 631-678 ◽  
Author(s):  
Qiang Dai ◽  
Kenneth Singleton
Keyword(s):  
Term Structure ◽  
Structure Dynamics

scholarly journals Purebred or hybrid?: Reproducing the volatility in term structure dynamics

2003 ◽  
Vol 116 (1-2) ◽  
pp. 147-180 ◽  
Author(s):  
Dong-Hyun Ahn ◽  
Robert F. Dittmar ◽  
A.Ronald Gallant ◽  
Bin Gao
Keyword(s):  
Term Structure ◽  
Structure Dynamics

A parametric study of the term structure dynamics

2008 ◽  
Vol 387 (5-6) ◽  
pp. 1264-1272 ◽  
Author(s):  
Massimo Bernaschi ◽  
Elisa Tacconi ◽  
Davide Vergni
Keyword(s):  
Term Structure ◽  
Parametric Study ◽  
Structure Dynamics
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