Concepedia

Oldrich A Vasicek

OA

17

Publications

8.6K

Citations

16

H-Index

1972

Active since

Affiliations

Wells Fargo (United States)(Current)

Oldrich A Vasicek is an author at Wells Fargo (United States) specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsStatisticsEngineeringImmunologyVaccinationAsset PricingFinancial EconomicsStatistical Inference

Publications per year

1972–2013

17

Publications

17

An equilibrium characterization of the term structure

Oldrich A Vasicek · Journal of Financial Economics · 1977 · 6.2K citations

Equilibrium Characterization, Dynamic Equilibrium, General Equilibrium Theory +4

A Test for Normality Based on Sample Entropy

Oldrich A Vasicek · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1976 · 669 citations

Sample Entropy, Engineering, Entropy +8

A NOTE ON USING CROSS‐SECTIONAL INFORMATION IN BAYESIAN ESTIMATION OF SECURITY BETAS

Oldrich A Vasicek · The Journal of Finance · 1973 · 495 citations

Bayesian Statistic, Bayesian Statistics, Engineering +10

Term Structure Modeling Using Exponential Splines

Oldrich A Vasicek, H. Gifford Fong · The Journal of Finance · 1982 · 323 citations

Curve Fitting, Curve Modeling, Spline (Mathematics) +2

Term Structure Modeling Using Exponential Splines

Oldrich A Vasicek, H. Gifford Fong · The Journal of Finance · 1982 · 260 citations

Curve Fitting, Curve Modeling, Spline (Mathematics) +2

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