Bowsher, Clive G.; Meeks, Roland Stationary and nonstationary behaviour of the term structure: a nonparametric characterization. (English) Zbl 1457.91395 Appl. Math. Finance 20, No. 1-2, 137-166 (2013). MSC: 91G30 91G20 62P05 PDFBibTeX XMLCite \textit{C. G. Bowsher} and \textit{R. Meeks}, Appl. Math. Finance 20, No. 1--2, 137--166 (2013; Zbl 1457.91395) Full Text: DOI
Bowsher, Clive G.; Meeks, Roland The dynamics of economic functions: modeling and forecasting the yield curve. (English) Zbl 1286.62113 J. Am. Stat. Assoc. 103, No. 484, 1419-1437 (2008). MSC: 62P20 91B84 62M20 PDFBibTeX XMLCite \textit{C. G. Bowsher} and \textit{R. Meeks}, J. Am. Stat. Assoc. 103, No. 484, 1419--1437 (2008; Zbl 1286.62113) Full Text: DOI