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Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling
Anne Lundgaard Hansen
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Dive into the research topics of 'Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling'. Together they form a unique fingerprint.
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Business & Economics
Error Correction
100%
Stationarity
71%
Term Structure
69%
Affine Term Structure Models
65%
Finance
64%
Interest Rates
62%
Unit Root
45%
Nonstationarity
40%
Modeling
38%
Stationary Process
29%
Survey Data
28%
Term Structure Models
28%
Real Activity
27%
Conditional Volatility
25%
Yield Curve
25%
Out-of-sample Forecasting
23%
Polynomials
21%
Inflation Rate
20%
Inflation
15%