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institution:"Centre for Analytical Finance <Århus>"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~type_genre:"Non-commercial literature"
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Search: subject_exact:"Zinskurve"
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Yield curve
16
Zinsstruktur
16
Theorie
12
Theory
12
Markov chain
3
Markov-Kette
3
Volatility
3
Volatilität
3
ARCH model
2
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2
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Kointegration
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1993-2002
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Asia
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Book / Working Paper
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Non-commercial literature
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Graue Literatur
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English
16
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Lardic, Sandrine
3
Mignon, Valérie
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Shin Jensen, Malene
2
Daniels, Kenneth N.
1
Schmid, Wolfgang
1
Svenstrup, Mikkel
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
National Bureau of Economic Research
22
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
11
Ekonomiska forskningsinstitutet <Stockholm>
7
Federal Reserve Bank of St. Louis
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Rodney L. White Center for Financial Research
5
Banco Central do Brasil
4
Federal Reserve Bank of Cleveland
4
University of Exeter / Department of Economics
4
Federal Reserve Bank of New York
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
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Internationaler Währungsfonds
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Reserve Bank of New Zealand
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University of York / Department of Economics and Related Studies
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Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
Erasmus Research Institute of Management
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Europäische Zentralbank
2
Goethe-Universität Frankfurt am Main
2
Institut für Weltwirtschaft
2
Instituto Valenciano de Investigaciones Económicas
2
International Center for Financial Asset Management and Engineering
2
Internationaler Währungsfonds / European Department <1>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
School of Finance and Business Economics <Perth, Western Australia>
2
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2
University of Western Sydney, Macarthur / Department of Economics and Finance
2
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2
William Davidson Institute <Ann Arbor, Mich.>
2
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1
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1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
Documents de travail / THEMA
3
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ECONIS (ZBW)
16
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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:
2
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:
3
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:
4
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:
5
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
6
An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
Saved in:
9
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
Saved in:
10
Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
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