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~person:"Joslin, Scott"
~subject:"Schätzung"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
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Schätzung
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3
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Article in journal
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Joslin, Scott
Buch, Claudia M.
11
Afonso, António
9
Gil-Alaña, Luis A.
9
Serletis, Apostolos
9
Caporale, Guglielmo Maria
8
Papadamou, Stephanos
8
Belke, Ansgar
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Eickmeier, Sandra
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6
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6
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6
Gulati, Rachita
6
Hammoudeh, Shawkat
6
Hofmann, Boris
6
Jalles, João Tovar
6
Kanas, Angelos
6
Levine, Ross
6
Ma, Jun
6
Nowman, Kalid Ben
6
Sarno, Lucio
6
Shaffer, Sherrill
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Shahzad, Syed Jawad Hussain
6
Spencer, Peter D.
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Tzeremes, Nickolaos G.
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Umar, Zaghum
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Weill, Laurent
6
Zheng, Changjun
6
Zhou, Hao
6
Égert, Balázs
6
Acharya, Viral V.
5
Alexiou, Constantinos
5
Audrino, Francesco
5
Batten, Jonathan A.
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Journal of financial economics
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of financial studies
1
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ECONIS (ZBW)
6
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1
Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
Saved in:
2
Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
Saved in:
3
Interest rate volatility, the yield curve, and the macroeconomy
Joslin, Scott
;
Konchitchki, Yaniv
- In:
Journal of financial economics
128
(
2018
)
2
,
pp. 344-362
Persistent link: https://www.econbiz.de/10011971071
Saved in:
4
Gaussian macro-finance term structure models with lags
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial econometrics : official journal of …
11
(
2013
)
4
,
pp. 581-609
Persistent link: https://www.econbiz.de/10010233878
Saved in:
5
Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
Saved in:
6
A new perspective on Gaussian dynamic term structure models
Joslin, Scott
;
Singleton, Kenneth J.
;
Zhu, Haoxiang
- In:
The review of financial studies
24
(
2011
)
3
,
pp. 926-970
Persistent link: https://www.econbiz.de/10008934088
Saved in:
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