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institution:"Centre for Analytical Finance <Århus>"
subject:"Theorie"
~institution:"Australian National University / Faculty of Economics and Commerce"
~person:"Taulbjerg, Jes"
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Taulbjerg, Jes
Grant, Simon
14
Barndorff-Nielsen, Ole E.
8
Kajii, Atsushi
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Menezes, Flávio Marques
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King, Stephen P.
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Centre for Analytical Finance <Århus>
Australian National University / Faculty of Economics and Commerce
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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2
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
3
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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