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 2 4 63 2 6 9 236
Maximum likelihood estimation of time-inhomogeneous diffusions 0 0 1 114 0 3 5 292
Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? 0 0 0 73 0 1 2 228
Total Journal Articles 0 2 5 250 2 10 16 756


Statistics updated 2026-01-09