//--> //--> //-->
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
person:"Monfort, Alain"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~isPartOf:"Les notes d'études et de recherche : NER"
~person:"Simonsen, Axel"
~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:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Yield curve
6
Zinsstruktur
6
Theory
5
Credit risk
3
Kreditrisiko
3
ARMA model
2
ARMA-Modell
2
Anleihe
2
Bond
2
Modellierung
2
Scientific modelling
2
1964-1995
1
Cointegration
1
Discounting
1
Diskontierung
1
Duration analysis
1
Econometric model
1
Error Correction Model
1
Forecasting model
1
Geldpolitik
1
Interest rate derivative
1
Kointegration
1
Markov chain
1
Markov-Kette
1
Monetary policy
1
Prognoseverfahren
1
Risikoprämie
1
Risk premium
1
Statistische Bestandsanalyse
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
United States
1
Zero-Bond
1
Zero-coupon bond
1
Zinsderivat
1
affine models
1
car process
1
contagion
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Monfort, Alain
Simonsen, Axel
Pegoraro, Fulvio
3
Gouriéroux, Christian
2
Abbritti, Mirko
1
Almeida, Caio
1
Ardison, Kym
1
Chib, Siddhartha
1
Christensen, Jens H. E.
1
Ferreira, Eva
1
Gil-Alaña, Luis A.
1
Gil-Bazo, Javier
1
Joslin, Scott
1
Kang, Kyu Ho
1
Kubudi, Daniela
1
Le, Anh
1
Lovcha, Yuliya
1
Moreno, Antonio
1
Polimenis, V.
1
Renne, Jean-Paul
1
Rudebusch, Glenn D.
1
Singleton, Kenneth J.
1
Vicente, José
1
Xiang, Ju
1
Zhu, Xiaoneng
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Les notes d'études et de recherche : NER
Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Documents de travail / Banque de France
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Annales d'économie et de statistique
1
Banque de France Working Paper
1
Developments in macro-finance Yield curve modelling
1
Dynamique des marchés financiers et prévisions
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of empirical finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Paris December 2014 Finance Meeting EUROFIDAI - AFFI Paper
1
Série des documents de travail
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting bond yields with segmented term structure models
Almeida, Caio
;
Ardison, Kym
;
Kubudi, Daniela
;
Simonsen, Axel
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10011987669
Saved in:
2
Regime switching and bond pricing
Gouriéroux, Christian
;
Monfort, Alain
;
Pegoraro, Fulvio
; …
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 237-277
Persistent link: https://www.econbiz.de/10010351547
Saved in:
3
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
4
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
5
Affine models for credit risk analysis
Gouriéroux, Christian
;
Monfort, Alain
;
Polimenis, V.
- In:
Journal of financial econometrics : official journal of …
4
(
2006
)
3
,
pp. 494-530
Persistent link: https://www.econbiz.de/10003354119
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->