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 0 1 56 0 0 6 217
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 1 101 0 2 11 261
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 1 70 0 0 5 212
Total Journal Articles 0 0 3 227 0 2 22 690


Statistics updated 2020-09-04