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institution:"Centre for Analytical Finance <Århus>"
subject:"Risiko"
~institution:"Umeå universitet"
~subject:"Estimation theory"
~subject:"Yield curve"
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Risiko
Estimation theory
Yield curve
Theorie
197
Theory
197
Schweden
28
Sweden
28
Schätztheorie
26
Estimation
17
Schätzung
17
Time series analysis
17
Zeitreihenanalyse
17
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
Stochastischer Prozess
10
Welfare economics
9
Wohlfahrtsökonomik
9
Arbeitsangebot
8
Collective bargaining theory
8
Cost-benefit analysis
8
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Volatilität
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6
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42
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Graue Literatur
40
Non-commercial literature
40
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32
Working Paper
32
Collection of articles of several authors
2
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1
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English
42
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Brännäs, Kurt
9
Johansson, Per-Olov
4
Aronsson, Thomas
3
DeLuna, Xavier
3
Löfgren, Karl-Gustaf
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Bergkvist, Erik
2
Di Miscia, Orazio
2
Gooijer, Jan G. de
2
Karlsson, Niklas
2
Schmidli, Hanspeter
2
Backlund, Kenneth
1
Bask, Mikael
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Eriksson, Maria
1
Hellström, Jörgen
1
Melkersson, Maria
1
Nielsen, Jens Perch
1
Olsson, Christina
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Stegenborg Larsen, Kristian
1
Sørensen, Helle
1
Sørensen, Michael
1
Tanggaard, Carsten
1
Teräsvirta, Timo
1
Tzotchev, Dobromir
1
Ørregaard Nielsen, Morten
1
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Centre for Analytical Finance <Århus>
Umeå universitet
National Bureau of Economic Research
309
Ekonomiska forskningsinstitutet <Stockholm>
40
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
28
European University Institute / Department of Economics
25
Center for Economic Research <Tilburg>
20
University of New England / Department of Econometrics
19
University of Exeter / Department of Economics
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
17
Federal Reserve System / Division of Research and Statistics
12
Birkbeck College / Department of Economics
11
Forschungsinstitut zur Zukunft der Arbeit
11
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
11
Chambre de commerce et d'industrie de Paris
10
Edward Elgar Publishing
10
Universität Basel / Institut für Statistik und Ökonometrie
10
Australian National University / Faculty of Economics and Commerce
9
Rodney L. White Center for Financial Research
8
Banque de France / Direction des Etudes Economiques et de la Recherche
7
Deutsche Forschungsgemeinschaft
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Southampton / Department of Economics
7
Federal Reserve System / Board of Governors
6
Springer Fachmedien Wiesbaden
6
State University of New York at Albany / Department of Economics
6
Universitetet i Oslo / Økonomisk institutt
6
University of Dundee / Department of Economic Studies
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Australian National University / Faculty of Economics
5
Centre for Microdata Methods and Practice <London>
5
Centre for Quantitative Economics & Computing
5
Foerder Institute for Economic Research <Tēl-Āvîv>
5
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
5
Institut für Weltwirtschaft
5
Institute of Finance and Accounting <London>
5
Johns Hopkins University / Department of Economics
5
Rutgers University / Department of Economics
5
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
5
Sonderforschungsbereich 303 Information und die Koordination Wirtschaftlicher Aktivitäten, Rheinische Friedrich-Wilhelms-Universität Bonn
5
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Published in...
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Umeå economic studies
25
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Source
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ECONIS (ZBW)
42
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
2
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
3
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
4
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
5
Efficient inference in multivariate fractionally integrated time series models
Ørregaard Nielsen, Morten
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001922185
Saved in:
6
Diffusion models for exchange rates in a target zone
Stegenborg Larsen, Kristian
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001767507
Saved in:
7
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
8
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
9
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
10
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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