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Alexei V. Egorov

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This is information that was supplied by Alexei Egorov in registering through RePEc. If you are Alexei V. Egorov , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Alexei
Middle Name: V.
Last Name: Egorov
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RePEc Short-ID: peg8

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Affiliation

Department of Economics
College of Business and Economics
West Virginia University
Location: Morgantown, West Virginia (United States)
Homepage: http://www.be.wvu.edu/econ/
Email:
Phone: (304) 293-7859
Fax: (304) 293-2233
Postal: P.O. Box 6025, Morgantown, WV 26506-6025
Handle: RePEc:edi:dewvuus (more details at EDIRC)

Works

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Articles

  1. Egorov, Alexei V. & Hong, Yongmiao & Li, Haitao, 2006. "Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 255-284.
  2. Egorov, Alexei V. & Li, Haitao & Xu, Yuewu, 2003. "Maximum likelihood estimation of time-inhomogeneous diffusions," Journal of Econometrics, Elsevier, vol. 114(1), pages 107-139, May.

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