ECB-Long-Horizon Yield Curve Forecasts-Comparison of Semi-Parametric and Parametric Approaches
Interest rate models: from theory to practice Ka Lok Chau HKUST, June 2005.
Luciano Vereda 1 Eduardo Bevilaqua 1 Ana Luiza Abrão 1 Adapting the Diebold and Li Methodology to Deal with Heteroskedasticity in Factor Dynamics 1 IAPUC.
Relative Value Methodologies for Global Credit Bond Portfolio Management
