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~subject:"Monetary policy"
~subject:"Volatilität"
~isPartOf:"Advances in Pacific Basin financial markets"
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Monetary policy
Volatilität
Interest rate derivative
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Bhar, Ramaprasad
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Advances in Pacific Basin financial markets
The journal of futures markets
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International journal of theoretical and applied finance
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IMES discussion paper series / Englische Ausgabe
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Review of derivatives research
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International review of financial analysis
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Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
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2
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
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