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~person:"Chiarella, Carl"
~person:"Jarrow, Robert A."
~person:"Phillips, Peter C. B."
~subject:"Börsenkurs"
~subject:"Zinsstruktur"
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Chiarella, Carl
Jarrow, Robert A.
Phillips, Peter C. B.
Hautsch, Nikolaus
59
Lux, Thomas
59
Rudebusch, Glenn D.
56
Bekaert, Geert
46
Campbell, John Y.
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Caporale, Guglielmo Maria
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34
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Dow, James
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Gupta, Rangan
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Veronesi, Pietro
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Collin-Dufresne, Pierre
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Timmermann, Allan
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Bansal, Ravi
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Lo, Andrew W.
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Subrahmanyam, Avanidhar
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Christensen, Jens H. E.
25
Engle, Robert F.
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Gorton, Gary
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Tzavalis, Elias
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Westerhoff, Frank H.
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Foresi, Silverio
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Gouriéroux, Christian
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Grammig, Joachim
22
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Global analysis of dynamic models in economics and finance : essays in honour of Laura Gardini
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Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
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ECONIS (ZBW)
101
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1
A Markov model for the term structure of credit risk spreads
Jarrow, Robert A.
;
Lando, David
;
Turnbull, Stuart M.
-
1994
Persistent link: https://www.econbiz.de/10000904137
Saved in:
2
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
3
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
4
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
5
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
6
Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad
;
Chiarella, Carl
-
1996
Persistent link: https://www.econbiz.de/10000985675
Saved in:
7
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
8
A unified approach for pricing contingent claims on multiple term structures
Jarrow, Robert A.
;
Turnbull, Stuart M.
-
1998
Persistent link: https://www.econbiz.de/10000986787
Saved in:
9
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
10
Market manipulation
Cherian, Joseph A.
- In:
Finance
,
(pp. 611-630)
.
1995
Persistent link: https://www.econbiz.de/10001317999
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