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Towards a More Complete Debt Strategy Simulation Framework
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References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1985A Theory of the Term Structure of Interest Rates8,333 cited
  • 2007Brownian Motion and Stochastic Calculus7,421 cited
  • 1977An equilibrium characterization of the term structure6,104 cited
  • 2012The Econometrics of Financial Markets5,875 cited
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  • 2003Stochastic Differential Equations2,978 cited
  • 1985An Intertemporal General Equilibrium Model of Asset Prices2,052 cited
  • 1991Common Factors Affecting Bond Returns1,796 cited
  • 1988Brownian Motion and Stochastic Calculus1,544 cited
  • 1999State-Space Models with Regime Switching1,304 cited
  • 1996An Analysis of the Real Interest Rate Under Regime Shifts779 cited
  • 19997. Regime Switching with Time-Varying Transition Probabilities450 cited
  • 1995Stochastic Differential Equations384 cited
  • 1997Regime switching in stock market returns

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