//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"Markov chain"
~subject:"Theorie"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Term structure theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Markov chain
Theorie
Yield curve
21
Zinsstruktur
21
Theory
12
USA
6
United States
6
Estimation
5
Schätzung
5
Geldpolitik
3
Markov-Kette
3
Monetary policy
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
CAPM
2
Dynamic equilibrium
2
Dynamisches Gleichgewicht
2
Forecasting model
2
Geldmarkt
2
Interest rate derivative
2
Money market
2
Nichtlineare Regression
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Zinsderivat
2
1993-2002
1
Arbitrage
1
Capital-Asset-Pricing-Modell
1
Cointegration
1
Credit derivative
1
Credit rating
1
Credit risk
1
Currency derivative
1
Denmark
1
more ...
less ...
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
1
Aufsatz in Zeitschrift
1
Collection of articles of several authors
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
12
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Gavin, William T.
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Federal Reserve Bank of St. Louis
National Bureau of Economic Research
102
Ekonomiska forskningsinstitutet <Stockholm>
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
University of Exeter / Department of Economics
6
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
4
Federal Reserve System / Division of Research and Statistics
3
Rodney L. White Center for Financial Research
3
Springer Fachmedien Wiesbaden
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Institute of Finance and Accounting <London>
2
International Center for Financial Asset Management and Engineering
2
State University of New York at Albany / Department of Economics
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Universität Hannover / Wirtschaftswissenschaftliche Fakultät
2
Universität Zürich / Institut für Schweizerisches Bankwesen
2
World Bank
2
Albert-Ludwigs-Universität Freiburg / Institut für Allgemeine Wirtschaftsforschung
1
American Finance Association
1
Association française de science économique
1
Australian National University / Faculty of Economics and Commerce
1
Banca d'Italia
1
Banco de Portugal / Departamento de Estatística e Estudos Económicos
1
Bank of England / Monetary Analysis Division
1
Birkbeck College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Economic Policy Research
1
Centre for Growth and Business Cycle Research <Manchester>
1
Centre for International Economic Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Country Landowners' Association
1
Deutsche Forschungsgemeinschaft
1
Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Eric Cuvillier <Firma>
1
Europäisches Institut für Internationale Wirtschaftsbeziehungen
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Review / Federal Reserve Bank of St. Louis
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Frontiers in monetary policy research : proceedings of the Thirty-First Annual Economic Policy Conference of the Federal Reserve Bank of St.Louis
Gavin, William T.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003507821
Saved in:
2
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
3
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
4
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
5
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
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:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
10
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->