Januj Juneja, Ph.D.
Affiliations: | 2010 | Management | University of Arizona, Tucson, AZ |
Area:
General Business Administration, Finance, Applied MathematicsGoogle:
"Januj Juneja"Parents
Sign in to add mentor| Christopher G. Lamoureux | grad student | 2010 | University of Arizona | |
| (An assessment of econometric methods used in the estimation of affine term structure models.) | ||||
BETA: Related publications
See more...
Publications
|
You can help our author matching system! If you notice any publications incorrectly attributed to this author, please sign in and mark matches as correct or incorrect. |
| Juneja J. (2018) Empirical performance of Gaussian affine dynamic term structure models in the presence of autocorrelation misspecification bias Review of Quantitative Finance and Accounting. 50: 695-715 |
| Juneja J. (2017) How Germany benefits the most from its Eurozone membership Research in International Business and Finance. 42: 1074-1088 |
| Juneja J. (2017) Invariance, observational equivalence, and identification: Some implications for the empirical performance of affine term structure models The Quarterly Review of Economics and Finance. 64: 292-305 |
| Juneja J. (2014) Term structure estimation in the presence of autocorrelation North American Journal of Economics and Finance. 28: 119-129 |
| Juneja J. (2013) An evaluation of alternative methods used in the estimation of Gaussian term structure models Review of Quantitative Finance and Accounting. 1-24 |