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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"University of Exeter / Department of Economics"
~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
~subject:"Zinsstruktur"
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Mikkelsen, Peter
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Di Miscia, Orazio
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Centre for Analytical Finance <Århus>
University of Exeter / Department of Economics
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
Discussion papers in economics
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ECONIS (ZBW)
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Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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3
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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4
MCMC based estimation of term structure models
Mikkelsen, Peter
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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5
On finite dimensional HJM representations
Mikkelsen, Peter
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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6
Regime switching in the yield curve
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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7
Cross-currency LIBOR market models
Mikkelsen, Peter
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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8
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
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contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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9
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
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)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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10
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
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