//--> //--> //-->
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
~institution:"Europäische Zentralbank"
~institution:"International Center for Financial Asset Management and Engineering"
~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
~subject:"Volatility"
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:"Zinsspread"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Yield curve
10
Zinsstruktur
10
Theorie
4
Theory
4
Volatilität
4
Bond market
3
Eastern Europe
3
Osteuropa
3
Rentenmarkt
3
ARCH model
2
ARCH-Modell
2
Baltic countries
2
Baltische Staaten
2
Cyprus
2
EU countries
2
EU-Staaten
2
Malta
2
Stochastic process
2
Stochastischer Prozess
2
Zypern
2
Asia
1
Asien
1
Beitrittsstaaten
1
CAPM
1
Cointegration
1
EU membership
1
EU-Mitgliedschaft
1
Erwartungsbildung
1
Europäische Union
1
Expectation formation
1
Interest rate
1
Interest rate derivative
1
Kapitalmarkt
1
Keynesian economics
1
Keynesianismus
1
Kointegration
1
Norway
1
Norwegen
1
Schweiz
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Cheng, Peng
2
Lardic, Sandrine
2
Mignon, Valérie
2
Scaillet, Olivier
2
Institution
All
Europäische Zentralbank
International Center for Financial Asset Management and Engineering
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
National Bureau of Economic Research
14
Birkbeck College / Department of Economics
1
Centre for Analytical Finance <Århus>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Instituto Valenciano de Investigaciones Económicas
1
School of Economics and Finance <Brisbane>
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
1
University of British Columbia / Finance Division
1
Verein für Socialpolitik / Ausschuss für Geldtheorie und Geldpolitik
1
Volkswirtschaftliches Forschungszentrum <Frankfurt, Main>
1
more ...
less ...
Published in...
All
Documents de travail / THEMA
3
FAME research paper series
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790927
Saved in:
2
Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
Saved in:
3
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:
4
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->