Alexei Egorov
Names
| first: | Alexei |
| middle: | V. |
| last: | Egorov |
Identifer
| RePEc Short-ID: | peg8 |
Contact
Affiliations
-
West Virginia University
/ College of Business and Economics
/ Department of Economics
- EDIRC entry
- location:
Research profile
author of:
- Maximum likelihood estimation of time-inhomogeneous diffusions (repec:eee:econom:v:114:y:2003:i:1:p:107-139)
by Egorov, Alexei V. & Li, Haitao & Xu, Yuewu - Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk? (repec:eee:econom:v:135:y:2006:i:1-2:p:255-284)
by Egorov, Alexei V. & Hong, Yongmiao & Li, Haitao - A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates (repec:eee:econom:v:162:y:2011:i:1:p:55-70)
by Egorov, Alexei V. & Li, Haitao & Ng, David