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~isPartOf:"Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen"
~isPartOf:"Economics discussion paper series / Loughborough University, Department of Economics"
~isPartOf:"The journal of computational finance"
~subject:"Estimation"
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Estimation
Interest rate derivative
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18
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17
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17
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13
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Derivative
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Swap
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
Economics discussion paper series / Loughborough University, Department of Economics
The journal of computational finance
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Applied financial economics
4
CoFE discussion papers
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
4
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3
International journal of theoretical and applied finance
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International review of financial analysis
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SFB 649 discussion paper
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Bundesbank Series 1 Discussion Paper
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
2
Gabler Edition Wissenschaft
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IMES discussion paper series / Englische Ausgabe
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Monetary and economic studies
2
Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
2
The journal of fixed income
2
The review of financial studies
2
Advances in Pacific Basin financial markets
1
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Algorithmic finance
1
Applied economics letters
1
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1
Berichte aus der Volkswirtschaft
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Bewertung und Einsatz von Finanzderivaten
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CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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Application of the Heath-Platen estimator in the Fong-Vasicek short rate model
Coskun, Sema
;
Korn, Ralf
;
Desmettre, Sascha
- In:
The journal of computational finance
23
(
2019
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10012064963
Saved in:
2
Forecasting interest rate swap spreads using domestic and international risk factors : evidence from linear and non-linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003332090
Saved in:
3
On the predictability of common risk factors in the US and UK interest rate swap markets : evidence from non-linear and linear models
Lekkos, Ilias
(
contributor
);
Milas, Costas
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003332063
Saved in:
4
The link between caplet and swaption volatilities in a Brace-Gatarek-Musiela/Jamshidian framework : approximate solutions and empirical evidence
Jaeckel, Peter
;
Rebonato, Riccardo
- In:
The journal of computational finance
6
(
2003
)
4
,
pp. 41-59
Persistent link: https://www.econbiz.de/10001782185
Saved in:
5
Identifying intraday volatility
Pohlmeier, Winfried
;
Gerhard, Frank
- In:
Beiträge zur Mikro- und zur Makroökonomik : …
,
(pp. 347-362)
.
2001
Persistent link: https://www.econbiz.de/10001606394
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