//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~person:"McAleer, Michael"
~person:"Wu, Liuren"
~subject:"Term structure of interest rates"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Term structure of interest rates
Yield curve
5
Zinsstruktur
5
Estimation
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Volatility
2
Volatilität
2
2003-2009
1
Anlageverhalten
1
Behavioural finance
1
CAPM
1
Credit derivative
1
Fast Fourier Transform
1
Financial analysis
1
Finanzanalyse
1
Forecasting model
1
Gauss-Hermite quadrature
1
Interest rate derivative
1
Kreditderivat
1
Option pricing
1
Prognoseverfahren
1
Rendite
1
Stochastic process
1
Stochastischer Prozess
1
Swap
1
Theorie
1
Theory
1
USA
1
United States
1
Yield
1
Zinsderivat
1
cascade model
1
constant elasticity of variance
1
dimension-invariance
1
forward rate correlations
1
implied volatility
1
interest rate forecasting
1
jumps
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
McAleer, Michael
Wu, Liuren
Calvet, Laurent E.
1
Fisher, Adlai
1
Published in...
All
Journal of financial and quantitative analysis : JFQA
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Staying on top of the curve : a cascade model of term structure dynamics
Calvet, Laurent E.
;
Fisher, Adlai
;
Wu, Liuren
- In:
Journal of financial and quantitative analysis : JFQA
53
(
2018
)
2
,
pp. 937-963
Persistent link: https://www.econbiz.de/10011929549
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->