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type_genre:"Aufsatz im Buch"
subject:"Yield curve"
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Search: subject_exact:"Estimation theory"
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Yield curve
Estimation theory
1,165
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1,165
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521
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521
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165
Zeitreihenanalyse
165
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163
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161
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83
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76
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric analysis of financial markets
3
Zero-coupon yield curves : technical documentation
3
Advances of OR in commodities and financial modeling
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Essays in econometrics
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Finanzmarktanwendungen neuronaler Netze und ökonometrischer Verfahren : Ergebnisse des 4. Karlsruher Ökonometrie-Workshops
1
Handbook of research methods and applications in empirical finance
1
Institutions and incentives in monetary and fiscal policy
1
Interest rates : term structure models, monetary policy, and prediction
1
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
1
Modelling techniques for financial markets and bank management
1
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
1
Operations research proceedings 2005 : selected papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7 - 9, 2005
1
Quantitative analysis in financial markets ; [Vol. 1]
1
Selected topics in applied econometrics
1
Statistical inference, econometric analysis and matrix algebra : Festschrift in honour of Götz Trenkler
1
The term structure of interest rates and fixed income securities
1
Ökonometrie und monetärer Sektor : Ergebnisse des 3. Karlsruher Ökonometrie-Workshops
1
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1
Where (and by how much) does a theory break down? : with an application to the expectation hypothesis
Abadir, Karim Maher
;
Atanasova, Christina
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 255-267)
.
2022
Persistent link: https://www.econbiz.de/10013194564
Saved in:
2
The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak
- In:
Selected topics in applied econometrics
,
(pp. 139-147)
.
2019
Persistent link: https://www.econbiz.de/10012286977
Saved in:
3
Robust term structure estimation in developed and emerging markets
Ahi, Emrah
;
Akgiray, Vedat
;
Sener, Emrah
- In:
Advances of OR in commodities and financial modeling
,
(pp. 23-49)
.
2018
Persistent link: https://www.econbiz.de/10011871334
Saved in:
4
Efficient nonparametric estimation of the conditional variance and correlation functions in the Nelson-Siegel yield curve model
Chavleishvili, Sulkhan
- In:
Essays in econometrics
,
(pp. 37-59)
.
2014
Persistent link: https://www.econbiz.de/10011283929
Saved in:
5
Estimating term structure models with the Kalman filter
Prokopczuk, Marcel
;
Wu, Yingying
- In:
Handbook of research methods and applications in …
,
(pp. 97-113)
.
2013
Persistent link: https://www.econbiz.de/10011897367
Saved in:
6
Advanced continuous time dynamic modelling of the Japanese yield curve
Nowman, Kalid Ben
- In:
Interest rates : term structure models, monetary …
,
(pp. 3-17)
.
2012
Persistent link: https://www.econbiz.de/10009658370
Saved in:
7
Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz
;
Nkurunziza, Sévérien
;
Liu, Shuangzhe
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 255-270)
.
2009
Persistent link: https://www.econbiz.de/10003781036
Saved in:
8
Feasible estimation of the long term interest rate dynamics by nonlinear techniques
Fink, S.
;
Walde, J.
- In:
Computational finance and its applications III : …
,
(pp. 43-50)
.
2008
Persistent link: https://www.econbiz.de/10003713251
Saved in:
9
Bayesian versus maximum likelihood estimation of term structure models driven by latent diffusions
Frühwirth, Manfred
;
Schneider, Paul
;
Sögner, Leopold
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 507-512)
.
2006
Persistent link: https://www.econbiz.de/10003347723
Saved in:
10
Technical note on the estimation procedure for the Belgian yield curve
Dombrecht, Michel
;
Wouters, Rafael
- In:
Zero-coupon yield curves : technical documentation
,
(pp. 1-2)
.
2005
Persistent link: https://www.econbiz.de/10003288574
Saved in:
11
The data for estimating the German term structure of interest rates
Schich, Sebastian T.
- In:
Zero-coupon yield curves : technical documentation
,
(pp. 9-11)
.
2005
Persistent link: https://www.econbiz.de/10003288586
Saved in:
12
Notes on the estimation procedure for the Spanish term structure
Núñez Ramos, Soledad
- In:
Zero-coupon yield curves : technical documentation
,
(pp. 23-25)
.
2005
Persistent link: https://www.econbiz.de/10003288600
Saved in:
13
Estimating LIBOR swaps spot-volatilities : the EpiVolatility model
Bianchi, Stephen W.
;
Wets, Roger J.-B.
;
Yang, Liming
- In:
Dynamic stochastic optimization : [this volume includes …
,
(pp. 99-114)
.
2004
Persistent link: https://www.econbiz.de/10003487959
Saved in:
14
Missing data and interpolation in dynamic term structure models
Pavlov, Vlad
- In:
Contemporary issues in economics and econometrics : …
,
(pp. 162-175)
.
2004
Persistent link: https://www.econbiz.de/10002544747
Saved in:
15
Theory and calibration of HJM with shape factors
Roncoroni, Andrea
;
Guiotto, Paolo
- In:
Mathematical finance - Bachelier Congress, 2000 : …
,
(pp. 407-426)
.
2002
Persistent link: https://www.econbiz.de/10001679463
Saved in:
16
Models for estimating the structure of interest rates from observations of yield curves
Kortanek, K. O.
;
Medvedev, V. G.
-
1999
Persistent link: https://www.econbiz.de/10001491259
Saved in:
17
Estimating a smooth term structure of interest rates
Käppi, Jari
- In:
The term structure of interest rates and fixed income …
,
(pp. 12-33)
.
1998
Persistent link: https://www.econbiz.de/10001324834
Saved in:
18
Italian term structure movements : the appropriateness of a multinomial model
Gnudi, Adriana
- In:
Modelling techniques for financial markets and bank …
,
(pp. 90-100)
.
1996
Persistent link: https://www.econbiz.de/10001292508
Saved in:
19
The information in Swedish short-maturity forward rates
Jonsson, Gunnar
- In:
Institutions and incentives in monetary and fiscal policy
,
(pp. 161-182)
.
1995
Persistent link: https://www.econbiz.de/10001318556
Saved in:
20
A non-parametric approach to term structure estimation
Breckling, Jens
- In:
Finanzmarktanwendungen neuronaler Netze und …
,
(pp. 95-106)
.
1994
Persistent link: https://www.econbiz.de/10001313940
Saved in:
21
An investigation of the effect of funding on the slope of the yield curve
Egginton, Don M.
- In:
Econometric analysis of financial markets
,
(pp. 139-161)
.
1994
Persistent link: https://www.econbiz.de/10001284431
Saved in:
22
The expectation hypothesis and interest rate volatility on the Euromarket : some empirical results
Kugler, Peter
- In:
Econometric analysis of financial markets
,
(pp. 129-137)
.
1994
Persistent link: https://www.econbiz.de/10001284432
Saved in:
23
Structuring volatile Swiss interest rates : some evidence on the present value model and a VAR-VARCH approach
Kunst, Robert M.
- In:
Econometric analysis of financial markets
,
(pp. 105-128)
.
1994
Persistent link: https://www.econbiz.de/10001284433
Saved in:
24
Struktur und Volatilität von täglichen Zinssätzen
Bucheli, Thomas
- In:
Ökonometrie und monetärer Sektor : Ergebnisse des 3. …
,
(pp. 1-25)
.
1992
Persistent link: https://www.econbiz.de/10001312523
Saved in:
25
Zur ökonometrischen Modellierung kurz- und langfristiger Abhängigkeiten : dargestellt am Beispiel der Zinsstruktur
Wolters, Jürgen
- In:
Neuere Entwicklungen in der angewandten Ökonometrie : …
,
(pp. 155-176)
.
1990
Persistent link: https://www.econbiz.de/10001310001
Saved in:
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