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~language:"bos"
~language:"eng"
~person:"Chiarella, Carl"
~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
77
Theory
75
Keynesian economics
28
Keynesianismus
28
Business cycle
26
Konjunktur
26
Monetary growth model
21
Monetäre Wachstumstheorie
21
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20
Neoclassical synthesis
19
Neoklassische Synthese
19
Business cycle theory
18
Chaos theory
14
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14
Volatility
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14
Dynamische Wirtschaftstheorie
11
Economic dynamics
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Portfolio-Management
10
Stochastic process
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Stochastischer Prozess
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Macroeconomics
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Makroökonomik
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Nichtlineare Dynamik
9
Option pricing theory
9
Optionspreistheorie
9
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Geldpolitik
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Nonlinear dynamics
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Portfolio selection
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Börsenkurs
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CAPM
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Schätzung
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Wirtschaftliche Instabilität
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Chiarella, Carl
Rudebusch, Glenn D.
17
Diebold, Francis X.
9
Krippner, Leo
8
Bhar, Ramaprasad
7
Lahiri, Kajal
7
Basso, Henrique S.
6
Swanson, Eric T.
6
Wright, Jonathan H.
6
Aksoy, Yunus
5
Andreasen, Martin Møller
5
Caporale, Guglielmo Maria
5
Christensen, Jens H. E.
5
Thornton, Daniel L.
5
Tzavalis, Elias
5
Wu, Tao
5
Boileau, Martin
4
He, Zhiguo
4
Khorrami, Paymon
4
Kimmel, Robert
4
Li, Canlin
4
Normandin, Michel
4
Papadimitriou, Theophilos
4
Prisman, Eliezer Zeev
4
Song, Zhaogang
4
Spencer, Peter D.
4
Sørensen, Christoffer Kok
4
Afonso, António
3
Backus, David
3
Burgstaller, Johann
3
Cavallo, Eduardo A.
3
Coto-Martinez, Javier
3
Ehrmann, Michael
3
Engstrom, Eric
3
Estrella, Arturo
3
Fratzscher, Marcel
3
Gaspar, Raquel M.
3
Gkonkas, Periklēs
3
Gottschalk, Jan
3
Guidolin, Massimo
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
5
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
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ECONIS (ZBW)
14
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1
Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
2
Markovian defaultable HJM term structure models with unspanned stochastic volatility
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
-
2010
Persistent link: https://www.econbiz.de/10008663092
Saved in:
3
A survey of non-linear methods for no-arbitrage bond pricing
Chiarella, Carl
;
Hsiao, Chih-ying
;
Ming Xi Huang
-
2010
Persistent link: https://www.econbiz.de/10008663098
Saved in:
4
Modelling the evolution of credit spreads using the Cox process within the HJM framework : a CDS option pricing model
Chiarella, Carl
;
Fanelli, Viviana
;
Musti, Silvana
-
2009
Persistent link: https://www.econbiz.de/10008662364
Saved in:
5
A class of jump-diffusion bond pricing models within the HJM framework
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
-
2004
Persistent link: https://www.econbiz.de/10002260625
Saved in:
6
State variables and the affine nature of Markovian HJM term structure models
Chiarella, Carl
;
Kwon, Oh Kang
-
2001
Persistent link: https://www.econbiz.de/10001619298
Saved in:
7
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
2000
Persistent link: https://www.econbiz.de/10001730596
Saved in:
8
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
9
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
10
Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad
;
Chiarella, Carl
-
1996
Persistent link: https://www.econbiz.de/10000985675
Saved in:
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