//--> //--> //-->
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
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Duan, Jin-Chuan"
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:"Term structure theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
2
Zinsstruktur
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Interest rate
1
Mean Reversion
1
Mean reversion
1
Zins
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Duan, Jin-Chuan
Diebold, Francis X.
4
Monfort, Alain
4
Schotman, Peter C.
4
Christensen, Jens H. E.
3
Gouriéroux, Christian
3
Li, Haitao
3
Niu, Linlin
3
Rudebusch, Glenn D.
3
Wu, Jing Cynthia
3
Andreasen, Martin Møller
2
Bikbov, Ruslan
2
Carriero, Andrea
2
Chen, Ying
2
Chernov, Mikhail
2
Egorov, Alexej V.
2
Favero, Carlo A.
2
Gospodinov, Nikolaj
2
Guidolin, Massimo
2
Hamilton, James D.
2
Jacobs, Kris
2
Kaminska, Iryna
2
Koop, Gary
2
Li, Canlin
2
Ma, Jun
2
Malliaropulos, Dimitris
2
Migiakis, Petros
2
Potter, Simon M.
2
Renne, Jean-Paul
2
Roussellet, Guillaume
2
Tzavalis, Elias
2
Ahn, Dong-Hyun
1
Ang, Andrew
1
Argyropoulos, Efthymios
1
Aruoba, S. Borağan
1
Aït-Sahalia, Yacine
1
Ball, Clifford A.
1
Balter, Anne G.
1
Bams, Dennis
1
Barnhill, Theodore M.
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of empirical finance
Economics letters
1
Global credit review
1
Journal of banking & finance
1
Review of quantitative finance and accounting
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local-momentum autoregression and the modeling of interest rate term structure
Duan, Jin-Chuan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 349-359
Persistent link: https://www.econbiz.de/10011705201
Saved in:
2
Is long memory necessary? : an empirical investigation of nonnegative interest rate processes
Duan, Jin-Chuan
;
Jacobs, Kris
- In:
Journal of empirical finance
15
(
2008
)
3
,
pp. 567-581
Persistent link: https://www.econbiz.de/10003759664
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->