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isPartOf:"Financial engineering and the Japanese markets"
subject:"Wechselkurs"
~language:"eng"
~subject:"Yield curve"
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Yield curve
Estimation theory
6
Schätztheorie
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1871-1991
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Konno, Hiroshi
2
Takase, Toru
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Chen, Chyong-lin
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Dematos, Giovani
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Tsurumi, Hiroki
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Financial engineering and the Japanese markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Journal of econometrics
13
Discussion paper
10
Journal of empirical finance
10
Discussion paper / Tinbergen Institute
9
Economics letters
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Working paper / National Bureau of Economic Research, Inc.
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International journal of economics and financial issues : IJEFI
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Journal of banking & finance
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Economic modelling
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Journal of applied econometrics
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Journal of international money and finance
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NBER Working Paper
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International economic journal
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International journal of finance & economics : IJFE
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International journal of theoretical and applied finance
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Journal of financial economics
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Applied economics
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Applied economics letters
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
5
Journal of foreign exchange and international finance : JFEIF
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Journal of money, credit and banking : JMCB
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NBER working paper series
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Research in international business and finance
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The journal of fixed income
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Working papers / Bank of England
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Applied financial economics
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Discussion paper / Centre for Economic Forecasting
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Econometric analysis of financial markets
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Econometric reviews
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Finance research letters
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International journal of economics and finance
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Journal of financial and quantitative analysis : JFQA
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Journal of forecasting
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Journal of mathematical finance
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Research paper / University of Melbourne, Department of Economics
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Seoul journal of economics
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
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On the de-facto convex structure of a least square problem for estimating the term structure of interest rates
Konno, Hiroshi
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 77-85
Persistent link: https://www.econbiz.de/10001204472
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2
Feedforward versus recurrent neural networks for forecasting monthly Japanese Yen exchange
Dematos, Giovani
(
contributor
)
- In:
Financial engineering and the Japanese markets
3
(
1996
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10001204473
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3
A constrained least sqare approach to the estimation of the term structure of interest rates
Konno, Hiroshi
- In:
Financial engineering and the Japanese markets
2
(
1995
)
2
,
pp. 169-179
Persistent link: https://www.econbiz.de/10001187909
Saved in:
4
Estimating unknown join points : determination of the Yen-Dollar exchange rate
Tsurumi, Hiroki
- In:
Financial engineering and the Japanese markets
1
(
1994
)
1
,
pp. 55-66
Persistent link: https://www.econbiz.de/10001187922
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