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 1 2 60 1 1 5 228
Maximum likelihood estimation of time-inhomogeneous diffusions 1 1 3 114 1 1 5 288
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 0 3 226
Total Journal Articles 2 2 5 247 2 2 13 742


Statistics updated 2025-03-03