Vasicek model (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Vasicek model" in English language version.

refsWebsite
Global rank English rank
2nd place
2nd place
207th place
136th place
222nd place
297th place
69th place
59th place
5th place
5th place
11th place
8th place

arxiv.org

doi.org

  • Vasicek, O. (1977). "An equilibrium characterization of the term structure". Journal of Financial Economics. 5 (2): 177–188. CiteSeerX 10.1.1.164.447. doi:10.1016/0304-405X(77)90016-2.
  • Orlando, Giuseppe; Mininni, Rosa Maria; Bufalo, Michele (July 2020). "Forecasting interest rates through Vasicek and CIR models: A partitioning approach". Journal of Forecasting. 39 (4): 569–579. arXiv:1901.02246. doi:10.1002/for.2642. ISSN 0277-6693. S2CID 126507446.

psu.edu

citeseerx.ist.psu.edu

  • Vasicek, O. (1977). "An equilibrium characterization of the term structure". Journal of Financial Economics. 5 (2): 177–188. CiteSeerX 10.1.1.164.447. doi:10.1016/0304-405X(77)90016-2.

semanticscholar.org

api.semanticscholar.org

wiley.com

onlinelibrary.wiley.com

worldcat.org

search.worldcat.org