Search Results - "term structure"

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  1. 1
    Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation

    Measuring bias in a term-structure model of commodity prices through the comparison of simultaneous and sequential estimation by Suenaga, Hiroaki

    Published 2013
    Subjects: Get full text
  2. 2
    A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model

    A flexible model of term-structure dynamics of commodity prices: A comparative analysis with a two-factor Gaussian model by Suenaga, Hiroaki

    Published 2013
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  3. 3
    On the implied volatility layers under the future risk-free rate uncertainty

    On the implied volatility layers under the future risk-free rate uncertainty by Hin, L., Dokuchaev, Nikolai

    Published 2014
    Subjects: “…interest rate term structure…”
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  4. 4
    Forecasting Interest Rates from the Term Structure: Support Vector Machines Vs Neural Networks

    Forecasting Interest Rates from the Term Structure: Support Vector Machines Vs Neural Networks by Jacovides, Andreas

    Published 2008
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  5. 5
    Essays on credit default swaps

    Essays on credit default swaps by Guo, Biao

    Published 2013
    Subjects: “…credit default swap; credit risk; liquidity risk; regime switching; sovereign risk; spillover; term structure; macroeconomic factors; principal component analysis; Kalman Filter…”
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