Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"continuous-time ARMA processes"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARMA model
1
ARMA-Modell
1
CARMA processes
1
Credit derivative
1
Credit risk
1
Kreditderivat
1
Kreditrisiko
1
Markov chain
1
Markov-Kette
1
Option pricing theory
1
Optionspreistheorie
1
Ornstein-Uhlenbeck process
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
continuous-time ARMA processes
1
credit default swaps
1
intensity-based models
1
normal inverse Gaussian process
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Eifert, Márton
1
Published in...
All
The journal of credit risk : published quarterly by Incisive Media
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time series models for credit default swap premiums
Eifert, Márton
- In:
The journal of credit risk : published quarterly by …
11
(
2015
)
3
,
pp. 21-44
Persistent link: https://www.econbiz.de/10011380101
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
