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 1 2 3 62 3 4 7 233
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 2 114 1 1 4 290
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 0 1 227
Total Journal Articles 1 2 5 249 4 5 12 750


Statistics updated 2025-11-08