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Kapitalmarktmodelle und Aktienbewertung : eine statistisch-ökonometrische Analyse
Kosfeld, Reinhold, (1996)
Essays on the arbitrage pricing theory and wavelet analysis
Kiermeier, Michaela, (1998)
Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R., (1998)
Can the volatility of the federal funds rate explain the time-varying risk premium in Treasury bill returns?
Elder, John, (2001)
Sources of time-varying risk premia in the term structure
Elder, John, (2002)
An impulse-response function for a vector autoregression with multivariate GARCH-in-mean
Elder, John, (2003)