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~subject:"Estimation"
~isPartOf:"Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011"
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Estimation
Interest rate derivative
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1996-2009
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ARCH model
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ARCH-Modell
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Arbitrage Pricing
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Japan
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Fujii, Masaaki
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Miyakoshi, Tatsuyoshi
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Shimada, Junji
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Takahashi, Toyoharu
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Recent advances in financial engineering 2011: proceedings of the International Workshop on Finance 2011
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Applied financial economics
4
CoFE discussion papers
4
Journal of banking & finance
4
The journal of finance : the journal of the American Finance Association
4
The journal of futures markets
4
BIS working papers
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International journal of theoretical and applied finance
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International review of financial analysis
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SFB 649 discussion paper
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Bundesbank Series 1 Discussion Paper
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CESifo working papers
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Discussion paper / Volkswirtschaftliches Forschungszentrum der Deutschen Bundesbank
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Economics discussion paper series / Loughborough University, Department of Economics
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Gabler Edition Wissenschaft
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IMES discussion paper series / Englische Ausgabe
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Journal of international financial markets, institutions & money
2
Journal of international money and finance
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Monetary and economic studies
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The journal of computational finance
2
The journal of fixed income
2
The review of financial studies
2
Advances in Pacific Basin financial markets
1
Advances in futures and options research : a research annual
1
Advances in investment analysis and portfolio management : a research annual
1
Algorithmic finance
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Applied economics letters
1
Applied mathematical finance
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Beiträge zur Mikro- und zur Makroökonomik : Festschrift für Hans Jürgen Ramser ; mit 24 Tabellen
1
Berichte aus der Volkswirtschaft
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Bewertung und Einsatz von Finanzderivaten
1
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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CFS working paper series
1
DIW Berlin Discussion Paper
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Discussion paper
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Discussion paper / Centre for Economic Policy Research
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An empirical analysis of Japanese interest rate swap spread
Shimada, Junji
;
Takahashi, Toyoharu
;
Miyakoshi, Tatsuyoshi
- In:
Recent advances in financial engineering 2011: …
,
(pp. 111-131)
.
2012
Persistent link: https://www.econbiz.de/10009573458
Saved in:
2
A survey on modeling and analysis of basis spreads
Fujii, Masaaki
;
Takahashi, Akihiko
- In:
Recent advances in financial engineering 2011: …
,
(pp. 43-53)
.
2012
Persistent link: https://www.econbiz.de/10009573489
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