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 0 13 242
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 0 114 2 2 9 298
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 1 2 18 245
Total Journal Articles 0 0 3 250 3 4 40 785


Statistics updated 2026-08-07