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institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve Bank of St. Louis"
~subject:"Markov chain"
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Search: subject_exact:"Term structure theory"
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1993-2002
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Christiansen, Charlotte
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Di Miscia, Orazio
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Mikkelsen, Peter
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Centre for Analytical Finance <Århus>
Federal Reserve Bank of St. Louis
Ekonomiska forskningsinstitutet <Stockholm>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Universität Hannover / Wirtschaftswissenschaftliche Fakultät
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School of Finance and Business Economics <Perth, Western Australia>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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ECONIS (ZBW)
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
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2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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2
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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3
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
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2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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