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institution:"Centre for Analytical Finance <Århus>"
~subject:"Nichtlineare Regression"
~subject:"Schätztheorie"
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Search: subject_exact:"Zinskurve"
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Nichtlineare Regression
Schätztheorie
Yield curve
13
Zinsstruktur
13
Theorie
11
Theory
11
Markov chain
3
Markov-Kette
3
Interest rate derivative
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Nonlinear regression
2
Option pricing theory
2
Optionspreistheorie
2
Statistical test
2
Statistischer Test
2
Zinsderivat
2
1993-2002
1
Arbitrage
1
CAPM
1
Cointegration
1
Credit derivative
1
Credit rating
1
Credit risk
1
Currency derivative
1
Denmark
1
Dänemark
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Einheitswurzeltest
1
Erwartungsbildung
1
Estimation theory
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Expectation formation
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Financial economics
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Kapitalmarkttheorie
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Kointegration
1
Kreditderivat
1
Kreditrisiko
1
Kreditwürdigkeit
1
Maximum likelihood estimation
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Maximum-Likelihood-Schätzung
1
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Graue Literatur
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Working Paper
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English
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Di Miscia, Orazio
1
Schmid, Wolfgang
1
Taulbjerg, Jes
1
Tzotchev, Dobromir
1
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
3
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
University of Western Sydney, Macarthur / Department of Economics and Finance
2
Bank of England / Economics Division
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Federal Reserve System / Division of Research and Statistics
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
Universität Zürich / Institut für Schweizerisches Bankwesen
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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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Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
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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
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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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