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~institution:"Unité Mixte de Recherche Théorie Economique, Modélisation et Applications"
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Search: subject_exact:"Term structure of interest rates"
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
National Bureau of Economic Research
273
C.E.P.R. Discussion Papers
27
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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University of Bonn, Germany
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Economics Institute for Research (SIR), Handelshögskolan i Stockholm
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Linear-quadratic jump-diffusion modelling with application to stochastic volatility
Cheng, Peng
(
contributor
);
Scaillet, Olivier
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001906852
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Term premium and long-range dependence in volatility : a FIGARACH-M estimation on some Asian countries
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724115
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3
Modeling long-range dependence in European time-varying term premia
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724122
Saved in:
4
Fractional cointegration and term structure of interest rates
Lardic, Sandrine
(
contributor
);
Mignon, Valérie
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001724127
Saved in:
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