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subject:"Kapitaleinkommen"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Zinsstruktur"
~type_genre:"Arbeitspapier"
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Kapitaleinkommen
Zinsstruktur
Anleihe
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Bond
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Portfolio selection
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Portfolio-Management
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Estimation
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Schätzung
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benchmark approach
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1988-2004
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Chiarella, Carl
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Fergusson, Kevin
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Hung, Hing
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Krippner, Leo
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Platen, Eckhard
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Tô, Thuy-duong
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Working paper / National Bureau of Economic Research, Inc.
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CREATES research paper
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Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
2
A macroeconomic foundation for the Nelson and Siegel class of yield curve models
Krippner, Leo
-
2008
Persistent link: https://www.econbiz.de/10003857125
Saved in:
3
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
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