Additional information is available for the following registered author(s):

• Christian S. Gourieroux
• Olivier Scaillet

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Paper provided by CEPREMAP in its series CEPREMAP Working Papers (Couverture Orange) with number 9415.

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Length: 42 pages
Date of creation: 1994
Date of revision:
Handle: RePEc:cpm:cepmap:9415

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1. Emmanuelle Clement & Christian Gourieroux & Alain Monfort, 1995. "Linear Factor Models and the Term Structure of Interest Rates," Annales d'Economie et de Statistique, ADRES, issue 40, pages 05, Octobre-D. [Downloadable!]
2. Eric Ghysels & Serena Ng, 1996. "A Semi-Parametric Factor Model for Interest Rates," CIRANO Working Papers 96s-18, CIRANO. [Downloadable!]
   Other versions:
   • Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Universite de Montreal, Departement de sciences economiques. [Downloadable!]
   • Ghysels, E. & Ng, S., 1996. "A Semi-Parametric Factor Model for Interest Rates," Cahiers de recherche 9612, Centre interuniversitaire de recherche en économie quantitative, CIREQ.

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This page was last updated on 2009-12-5.