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~isPartOf:"International journal of theoretical and applied finance"
~subject:"Estimation"
~subject:"Zinsstruktur"
~type:"article"
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Estimation
Zinsstruktur
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80
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46
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31
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31
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International journal of theoretical and applied finance
Journal of financial economics
97
Journal of empirical finance
54
Journal of banking & finance
53
International review of financial analysis
48
Finance research letters
46
The journal of finance : the journal of the American Finance Association
39
The review of financial studies
35
Applied economics
33
International review of economics & finance : IREF
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Journal of international financial markets, institutions & money
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Management science : journal of the Institute for Operations Research and the Management Sciences
32
Journal of international money and finance
30
The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial and quantitative analysis : JFQA
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Pacific-Basin finance journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
26
Applied financial economics
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The European journal of finance
25
Economic modelling
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Journal of economic dynamics & control
22
Research in international business and finance
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Journal of econometrics
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Journal of risk and financial management : JRFM
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Review of finance : journal of the European Finance Association
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
17
Economics letters
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The journal of fixed income
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Applied economics letters
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Journal of monetary economics
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Quantitative finance
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International journal of finance & economics : IJFE
13
The journal of asset management
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
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Emerging markets, finance and trade : EMFT
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Journal of money, credit and banking : JMCB
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Review of financial economics : RFE
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1
Global and regional risks in currency returns
Rendon, Jairo A.
- In:
International journal of theoretical and applied finance
22
(
2019
)
8
,
pp. 1-25
Persistent link: https://www.econbiz.de/10012183303
Saved in:
2
Predicting returns in US treasuries : do tents matter?
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
21
(
2018
)
7
,
pp. 1-13
Persistent link: https://www.econbiz.de/10011957124
Saved in:
3
Lévy-Vasicek models and the long-bond return process
Brody, Dorje C.
;
Hughston, Lane P.
;
Meier, David M.
- In:
International journal of theoretical and applied finance
21
(
2018
)
3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011889447
Saved in:
4
Affine models with stochastic market price of risk
Rebonato, Riccardo
- In:
International journal of theoretical and applied finance
20
(
2017
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10011687047
Saved in:
5
Approximations of bond and swaption prices in a Black-Karasinski model
Daniluk, Andrzej
;
Muchorski, Rafał
- In:
International journal of theoretical and applied finance
19
(
2016
)
3
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011523750
Saved in:
6
Heat kernel models for
asset
pricing
Macrina, Andrea
- In:
International journal of theoretical and applied finance
17
(
2014
)
7
,
pp. 1-34
Persistent link: https://www.econbiz.de/10010498834
Saved in:
7
Explosive behavior in a log-normal interest rate model
Pirjol, Dan
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009780635
Saved in:
8
Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
Saved in:
9
In-arrears term structure products : no arbitrage pricing bounds and the convexity adjustments
Chen, An
;
Sandmann, Klaus
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009706335
Saved in:
10
Implied kernel models
Weigel, Peter
- In:
International journal of theoretical and applied finance
8
(
2005
)
5
,
pp. 575-601
Persistent link: https://www.econbiz.de/10003058621
Saved in:
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