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 3 63 0 4 13 242
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 0 114 0 3 7 296
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 5 16 243
Total Journal Articles 0 0 3 250 0 12 36 781


Statistics updated 2026-06-04