Results 1 - 10
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196,056
Modeling Term Structures of Defaultable Bonds
, 1999
"... This article presents convenient reduced-form models of the valuation of contingent claims subject to default risk, focusing on applications to the term structure of interest rates for corporate or sovereign bonds. Examples include the valuation of a credit-spread option ..."
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Cited by 672 (34 self)
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This article presents convenient reduced-form models of the valuation of contingent claims subject to default risk, focusing on applications to the term structure of interest rates for corporate or sovereign bonds. Examples include the valuation of a credit-spread option
Specification Analysis of Affine Term Structure Models
- JOURNAL OF FINANCE
, 2000
"... This paper explores the structural differences and relative goodness-of-fits of affine term structure models (ATSMs55). Within the family of ATSMs there is a tradeoff between flexibility in modeling the conditional correlations and volatilities of the risk factors. This trade-off is formalized by ou ..."
Abstract
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Cited by 596 (36 self)
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This paper explores the structural differences and relative goodness-of-fits of affine term structure models (ATSMs55). Within the family of ATSMs there is a tradeoff between flexibility in modeling the conditional correlations and volatilities of the risk factors. This trade-off is formalized
Fit indices in covariance structure modeling: Sensitivity to underparameterized model misspecification
- Psychological Methods
, 1998
"... This study evaluated the sensitivity of maximum likelihood (ML)-, generalized least squares (GLS)-, and asymptotic distribution-free (ADF)-based fit indices to model misspecification, under conditions that varied sample size and distribution. The effect of violating assumptions of asymptotic robustn ..."
Abstract
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Cited by 543 (0 self)
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This study evaluated the sensitivity of maximum likelihood (ML)-, generalized least squares (GLS)-, and asymptotic distribution-free (ADF)-based fit indices to model misspecification, under conditions that varied sample size and distribution. The effect of violating assumptions of asymptotic
Pictorial Structures for Object Recognition
- IJCV
, 2003
"... In this paper we present a statistical framework for modeling the appearance of objects. Our work is motivated by the pictorial structure models introduced by Fischler and Elschlager. The basic idea is to model an object by a collection of parts arranged in a deformable configuration. The appearance ..."
Abstract
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Cited by 816 (15 self)
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In this paper we present a statistical framework for modeling the appearance of objects. Our work is motivated by the pictorial structure models introduced by Fischler and Elschlager. The basic idea is to model an object by a collection of parts arranged in a deformable configuration
The structure and function of complex networks
- SIAM REVIEW
, 2003
"... Inspired by empirical studies of networked systems such as the Internet, social networks, and biological networks, researchers have in recent years developed a variety of techniques and models to help us understand or predict the behavior of these systems. Here we review developments in this field, ..."
Abstract
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Cited by 2600 (7 self)
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Inspired by empirical studies of networked systems such as the Internet, social networks, and biological networks, researchers have in recent years developed a variety of techniques and models to help us understand or predict the behavior of these systems. Here we review developments in this field
Structural equation modeling in practice: a review and recommended two-step approach.
- Psychological Bulletin,
, 1988
"... In this article, we provide guidance for substantive researchers on the use of structural equation modeling in practice for theory testing and development. We present a comprehensive, two-step modeling approach that employs a series of nested models and sequential chi-square difference tests. We di ..."
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Cited by 1825 (3 self)
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In this article, we provide guidance for substantive researchers on the use of structural equation modeling in practice for theory testing and development. We present a comprehensive, two-step modeling approach that employs a series of nested models and sequential chi-square difference tests. We
An equilibrium characterization of the term structure.
- J. Financial Econometrics
, 1977
"... The paper derives a general form of the term structure of interest rates. The following assumptions are made: (A.l) The instantaneous (spot) interest rate follows a diffusion process; (A.2) the price of a discount bond depends only on the spot rate over its term; and (A.3) the market is efficient. ..."
Abstract
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Cited by 1041 (0 self)
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The paper derives a general form of the term structure of interest rates. The following assumptions are made: (A.l) The instantaneous (spot) interest rate follows a diffusion process; (A.2) the price of a discount bond depends only on the spot rate over its term; and (A.3) the market is efficient
Asymptotic Confidence Intervals for Indirect Effects in Structural EQUATION MODELS
- IN SOCIOLOGICAL METHODOLOGY
, 1982
"... ..."
The SWISS-MODEL Workspace: A web-based environment for protein structure homology modelling
- BIOINFORMATICS
, 2005
"... Motivation: Homology models of proteins are of great interest for planning and analyzing biological experiments when no experimental three-dimensional structures are available. Building homology models requires specialized programs and up-to-date sequence and structural databases. Integrating all re ..."
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Cited by 575 (5 self)
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Motivation: Homology models of proteins are of great interest for planning and analyzing biological experiments when no experimental three-dimensional structures are available. Building homology models requires specialized programs and up-to-date sequence and structural databases. Integrating all
Finding structure in time
- COGNITIVE SCIENCE
, 1990
"... Time underlies many interesting human behaviors. Thus, the question of how to represent time in connectionist models is very important. One approach is to represent time implicitly by its effects on processing rather than explicitly (as in a spatial representation). The current report develops a pro ..."
Abstract
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Cited by 2071 (23 self)
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Time underlies many interesting human behaviors. Thus, the question of how to represent time in connectionist models is very important. One approach is to represent time implicitly by its effects on processing rather than explicitly (as in a spatial representation). The current report develops a
Results 1 - 10
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196,056