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subject:"Schätzung"
type_genre:"Aufsatz im Buch"
~isPartOf:"Econometric measures of financial risk in high dimensions"
~subject:"Yield curve"
~type_genre:"Government document"
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Schätzung
Yield curve
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Aufsatz im Buch
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Chen, Shi
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Econometric measures of financial risk in high dimensions
Série des documents de travail / Centre de Recherche en Économie et Statistique
28
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
20
Applied quantitative finance
11
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
8
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
7
The Oxford handbook of the economics of peace and conflict
7
Technology and international trade : [Conference ... Oslo, in October 1995]
6
Theoretische Fundierung und praktische Relevanz der Handelsforschung
6
Zero-coupon yield curves : technical documentation
6
Advances in economics and econometrics ; Vol. 2
5
Advances in non-linear economic modeling : theory and applications ; [this book is associated with the SEEK workshop "Non-linear economic modeling : theory and applications" held at ZEW in Mannheim in December 2012.]
5
Exchange rate policy in Europe
5
Household behaviour, equivalence scales, welfare and poverty : with 70 tables
5
New methods in fixed income modeling : fixed income modeling
5
Statistical methods for the evaluation of educational services and quality of products
5
Advances in business cycle research : with application to the French and US economies
4
Deficit reduction : what pain, what gain?
4
Development, duality, and the international economic regime : essays in honor of Gustav Ranis
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
Empirical post Keynesian economics : looking at the real world
4
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
4
Exchange rate economics : where do we stand?
4
Focus on economic growth and productivity
4
Geld, Finanzwirtschaft, Banken und Versicherungen : 1996 ; Beiträge zum 7. Symposium Geld, Finanzwirtschaft, Banken und Versicherungen an der Universität Karlsruhe vom 11.- 13. Dezember 1996
4
Globalization : strategies and effects
4
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
4
Modern perspectives on the gold standard
4
Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
4
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
4
Quantitative Verfahren im Finanzmarktbereich
4
Selected topics in applied econometrics
4
Spatial econometric interaction modelling
4
Spatial economic science : new frontiers in theory and methodology ; with 26 tables
4
The Oxford handbook of panel data
4
The handbook of fixed income securities
4
The theory of monetary aggregation
4
Understanding and interpreting economic structure : with 75 tables
4
1992 proceedings of the eighty-fifth Annual Conference on Taxation : held under the auspices of the National Tax Association - Tax Institute of America at Salt Lake City, Utah, October 11 - 14, 1992
3
Advances in risk management
3
Agricultural sector modelling and policy information systems : proceedings of the 65th European seminar of the European Association of Agricultural Economists (EAAE) ; March 29 - 31, 2000, Bonn, Germany
3
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Measuring the information contect of limit order books
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 1-36)
.
2017
Persistent link: https://www.econbiz.de/10011913344
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2
Sparsity analysis of energy price forecasting
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 37-62)
.
2017
Persistent link: https://www.econbiz.de/10011913345
Saved in:
3
Inflation co-movement across countries in multi-maturity term structure: an arbitrage-free approach
Chen, Shi
- In:
Econometric measures of financial risk in high dimensions
,
(pp. 63-89)
.
2017
Persistent link: https://www.econbiz.de/10011913346
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