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Details about Alexei Egorov

E-mail: This e-mail address is bad, please ask Alexei Egorov to update the entry in the RePEc Author Service or the correct address.
Workplace:Department of Economics, College of Business and Economics, West Virginia University, (more information at EDIRC)

Access statistics for papers by Alexei Egorov.

Last updated 2006-11-09. Update your information in the RePEc Author Service.

Short-id: peg8

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Journal Articles

2011

  1. A tale of two yield curves: Modeling the joint term structure of dollar and euro interest rates
    Journal of Econometrics, 2011, 162, (1), 55-70 Downloads View citations (21)

2006

  1. Validating forecasts of the joint probability density of bond yields: Can affine models beat random walk?
    Journal of Econometrics, 2006, 135, (1-2), 255-284 Downloads View citations (30)

2003

  1. Maximum likelihood estimation of time-inhomogeneous diffusions
    Journal of Econometrics, 2003, 114, (1), 107-139 Downloads View citations (34)
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