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~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Schätzung"
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Schätzung
Zins
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Bakshi, Gurdip S.
1
Bühler, Wolfgang
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Cao, Charles Q.
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Chen, Zhiwu
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Duffie, Darrell
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Filipović, Damir
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The journal of finance : the journal of the American Finance Association
Applied economics
51
Economic modelling
36
CESifo working papers
35
NBER working paper series
34
Applied financial economics
33
NBER Working Paper
33
Journal of international money and finance
30
Working paper / National Bureau of Economic Research, Inc.
30
The North American journal of economics and finance : a journal of financial economics studies
27
Applied economics letters
26
Journal of macroeconomics
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Discussion paper / Centre for Economic Policy Research
24
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International review of economics & finance : IREF
22
Discussion paper / Deutsche Bundesbank
20
Finance and economics discussion series
20
Economics letters
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Journal of banking & finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of money, credit and banking : JMCB
17
Working paper
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International journal of economics and financial issues : IJEFI
15
The empirical economics letters : a monthly international journal of economics
15
Discussion paper
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Bundesbank Series 1 Discussion Paper
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Discussion papers / CEPR
13
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
13
International journal of economics and finance
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Macroeconomic dynamics
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
13
Discussion papers / Deutsches Institut für Wirtschaftsforschung
12
IMF working papers
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Journal of empirical finance
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Journal of monetary economics
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Working paper series / European Central Bank
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CFS working paper series
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Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
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BIS working papers
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Cogent economics & finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
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1
Linear-rational term structure models
Filipović, Damir
;
Larsson, Martin
;
Trolle, Anders B.
- In:
The journal of finance : the journal of the American …
72
(
2017
)
2
,
pp. 655-704
Persistent link: https://www.econbiz.de/10011738502
Saved in:
2
Gaussian estimation of single-factor continuous time models of the term structure of interest rates
Nowman, Kalid Ben
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1695-1706
Persistent link: https://www.econbiz.de/10001227625
Saved in:
3
Empirical performance of alternative option pricing models
Bakshi, Gurdip S.
- In:
The journal of finance : the journal of the American …
52
(
1997
)
5
,
pp. 2003-2049
Persistent link: https://www.econbiz.de/10001232333
Saved in:
4
Interest rate caps "smile" too! : but can the LIBOR market models capture the smile?
Jarrow, Robert A.
;
Li, Haitao
;
Zhao, Feng
- In:
The journal of finance : the journal of the American …
62
(
2007
)
1
,
pp. 345-382
Persistent link: https://www.econbiz.de/10003425910
Saved in:
5
The duration of an adjustable-rate mortgage and the impact of the index
Ott, Robert A.
- In:
The journal of finance : the journal of the American …
41
(
1986
)
4
,
pp. 923-933
Persistent link: https://www.econbiz.de/10003645907
Saved in:
6
An empirical comparison of forward-rate and spot-rate models for valuing interest-rate options
Bühler, Wolfgang
;
Uhrig-Homburg, Marliese
;
Walter, Ulrich
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 269-305
Persistent link: https://www.econbiz.de/10001355209
Saved in:
7
An econometric model of the term structure of interest-rate swap yields
Duffie, Darrell
- In:
The journal of finance : the journal of the American …
52
(
1997
)
4
,
pp. 1287-1321
Persistent link: https://www.econbiz.de/10001227656
Saved in:
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