//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
person:"Faff, Robert W."
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_exact:"Cox-Ingersoll-Ross model"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mean Reversion
2
Mean reversion
2
1970-1994
1
Aggregation
1
Beta risk
1
Betafaktor
1
Country risk
1
Forecasting model
1
Interest rate
1
Länderrisiko
1
Method of moments
1
Momentenmethode
1
Prognoseverfahren
1
Theorie
1
Theory
1
USA
1
United States
1
Welt
1
World
1
Zins
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Faff, Robert W.
Gil-Alaña, Luis A.
22
Leung, Tim
13
Caporale, Guglielmo Maria
11
Li, Xin
7
Spierdijk, Laura
7
Stein, Jeremy C.
7
Wong, Hoi Ying
5
Bao, Yong
4
Bikker, Jacob A.
4
Bobenrieth H., Eugenio S.
4
Bobenrieth H., Juan R. A.
4
Boltz, Marie
4
Chort, Isabelle
4
Fabozzi, Frank J.
4
Glaeser, Edward L.
4
Holmes, Mark J.
4
Kim, Hyeongwoo
4
Li, Jiao
4
Madan, Dilip B.
4
Narayan, Paresh Kumar
4
Neaime, Simon
4
Smyth, Russell
4
Ullah, Aman
4
Wang, Zheng
4
Wright, Brian D.
4
Zakrajšek, Egon
4
Albrecht, Peter
3
Baharumshah, Ahmad Zubaidi
3
Bikker, Jacob Antoon
3
Canarella, Giorgio
3
Chung, Shing Fung
3
Dias, Daniel
3
Fergusson, Kevin
3
Gustavsson, Magnus
3
Kantar, Cemil
3
Kuznitz, Arik
3
Lind, Nelson
3
Lopez-Salido, David
3
López-Salido, José David
3
Marcus, Alan J.
3
more ...
less ...
Published in...
All
Global finance journal
1
Journal of banking & finance
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the estimation and comparison of short-rate models using the generalised method of moments
Faff, Robert W.
;
Gray, Philip K.
- In:
Journal of banking & finance
30
(
2006
)
11
,
pp. 3131-3146
Persistent link: https://www.econbiz.de/10003386438
Saved in:
2
Mean reversion and the forecasting of country betas : a note
Gangemi, Michael
;
Brooks, Robert
;
Faff, Robert W.
- In:
Global finance journal
10
(
1999
)
2
,
pp. 231-245
Persistent link: https://www.econbiz.de/10001493060
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->