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~isPartOf:"Journal of financial economics"
~person:"Kimmel, Robert"
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Search: subject:"Zinsstruktur"
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Yield curve
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Zinsstruktur
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Derivat
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Kimmel, Robert
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Journal of financial economics
Fisher College of Business working paper series
4
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
NBER technical working paper series
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Estimating affine multifactor term structure models using closed-form likelihood expansions
Aït-Sahalia, Yacine
;
Kimmel, Robert
- In:
Journal of financial economics
98
(
2010
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10008702741
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2
Market price of risk specifications for affine models : theory and evidence
Cheridito, Patrick
;
Filipović, Damir
;
Kimmel, Robert
- In:
Journal of financial economics
83
(
2007
)
1
,
pp. 123-170
Persistent link: https://www.econbiz.de/10003410381
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