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language:"fra"
type_genre:"Collection of articles of several authors"
~language:"ces"
~subject:"Zinsstruktur"
~type_genre:"Article in journal"
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Estimation theory
179
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Belhomme, Christophe
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Finance : revue de l'Association Française de Finance
2
Revue économique : revue bimestrielle
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ECONIS (ZBW)
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Estimation de la structure des taux par le simplexe et le lissage des taux forward
Roger, Patrick
- In:
Finance : revue de l'Association Française de Finance
16
(
1995
)
1
,
pp. 137-162
Persistent link: https://www.econbiz.de/10001196906
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2
Prime de risque et effet ARCH
Belhomme, Christophe
- In:
Revue économique : revue bimestrielle
43
(
1992
)
1
,
pp. 55-69
Persistent link: https://www.econbiz.de/10001119940
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3
Application de la statistique des diffusions à un modèle de taux d'intérêt
Fournié, Éric
- In:
Finance : revue de l'Association Française de Finance
12
(
1991
)
2
,
pp. 79-111
Persistent link: https://www.econbiz.de/10001139188
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4
Prévision bayésienne et structure par terme des taux d'intérêt
Bisière, Christophe
- In:
Revue économique : revue bimestrielle
41
(
1990
)
5
,
pp. 817-837
Persistent link: https://www.econbiz.de/10001095395
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