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~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Risikoprämie"
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
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Alternative term structure models for reviewing expectations puzzles
Nikitopoulos, Christina Sklibosios
;
Platen, Eckhard
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2012
Persistent link: https://www.econbiz.de/10009564459
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Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
To, Thuy-duong
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2011
Persistent link: https://www.econbiz.de/10009564612
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