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institution:"Københavns Universitet / Økonomisk Institut"
type_genre:"Non-commercial literature"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Robert Schuman Centre for Advanced Studies"
~subject:"Zinsstruktur"
~type_genre:"Collection of articles of several authors"
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Zinsstruktur
Theorie
193
Theory
193
Option pricing theory
14
Optionspreistheorie
14
USA
13
United States
13
Yield curve
11
Estimation
10
Monte Carlo simulation
10
Monte-Carlo-Simulation
10
Schätzung
10
Volatility
9
Volatilität
9
Estimation theory
8
Geldpolitik
8
Incomplete market
8
Monetary policy
8
Schätztheorie
8
Stochastic process
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Stochastischer Prozess
8
Time series analysis
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Unvollkommener Markt
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Zeitreihenanalyse
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ARCH-Modell
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CAPM
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Core
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EU countries
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EU-Staaten
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Game theory
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Spieltheorie
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Statistical test
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Statistischer Test
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Cointegration
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Kointegration
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Welt
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World
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Forecasting model
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Book / Working Paper
11
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Non-commercial literature
Collection of articles of several authors
Arbeitspapier
11
Graue Literatur
11
Working Paper
11
Language
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English
11
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Tzotchev, Dobromir
1
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Københavns Universitet / Økonomisk Institut
Centre for Analytical Finance <Århus>
Robert Schuman Centre for Advanced Studies
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Ekonomiska forskningsinstitutet <Stockholm>
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
4
National Bureau of Economic Research
3
Rodney L. White Center for Financial Research
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Association française de science économique
1
Banco de Portugal / Departamento de Estatística e Estudos Económicos
1
Birkbeck College / Department of Economics
1
Center for Economic Research <Tilburg>
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
Deutsche Forschungsgemeinschaft
1
Economic Policy Conference <31, 2006, Saint Louis, Mo.>
1
Europäisches Institut für Internationale Wirtschaftsbeziehungen
1
Federal Reserve Bank of St. Louis
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Goethe-Universität Frankfurt am Main
1
Institut for Finansiering <Frederiksberg>
1
Institut für Weltwirtschaft
1
Institute of Finance and Accounting <London>
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
Johannes Gutenberg-Universität Mainz
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Nationalekonomiska Institutionen <Lund>
1
Reserve Bank of New Zealand
1
Salomon Brothers Center for the Study of Financial Institutions
1
School of Economics and Finance <Brisbane>
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
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ECONIS (ZBW)
11
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1
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:
2
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:
3
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:
4
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:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
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:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
10
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
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