Access Statistics for Alexei Egorov

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates 0 1 2 60 0 1 5 228
Maximum likelihood estimation of time-inhomogeneous diffusions 0 1 3 114 0 2 5 289
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 1 3 227
Total Journal Articles 0 2 5 247 0 4 13 744


Statistics updated 2025-05-12