Affine Jump Term Structure Models: Statistical Tests, Expectation Puzzles and Conditional Volatility

2011 ◽  
Author(s):  
Zhaogang Song ◽  
Haitao Li
Keyword(s):  
Term Structure ◽  
Statistical Tests ◽  
Conditional Volatility ◽  
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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