Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Zinsstruktur"
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
Speculative behaviour and comp...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zinsstruktur
Theorie
315
Theory
309
Volatilität
76
Volatility
75
Option pricing theory
59
Optionspreistheorie
59
Stochastischer Prozess
59
Business cycle
57
Konjunktur
56
Stochastic process
56
Anlageverhalten
51
Chaos theory
51
Chaostheorie
51
Behavioural finance
48
Börsenkurs
45
Keynesian economics
44
Keynesianismus
44
Nonlinear dynamics
44
Share price
44
Yield curve
43
Nichtlineare Dynamik
42
CAPM
40
Portfolio-Management
40
Konjunkturtheorie
37
Portfolio selection
37
Business cycle theory
35
Neoclassical synthesis
32
Neoklassische Synthese
32
Monetary growth model
30
Monetäre Wachstumstheorie
30
Estimation
29
Dynamische Wirtschaftstheorie
28
Economic dynamics
28
Erwartungsbildung
28
Expectation formation
28
Schätzung
28
Bounded rationality
27
Financial market
27
Finanzmarkt
27
more ...
less ...
Online availability
All
Free
19
Undetermined
1
Type of publication
All
Book / Working Paper
27
Article
15
Type of publication (narrower categories)
All
Arbeitspapier
22
Working Paper
22
Graue Literatur
20
Non-commercial literature
20
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
42
Author
All
Chiarella, Carl
42
Bhar, Ramaprasad
8
Nikitopoulos, Christina Sklibosios
8
Chege Maina, Samuel
5
Kwon, Oh Kang
5
Hsiao, Chih-ying
4
Tô, Thuy-duong
4
Fanelli, Viviana
3
Hassan, Nadima el
3
Musti, Silvana
3
Grasselli, Martino
2
Kang, Boda
2
Schlögl, Erik
2
Beyna, Ingo
1
Da Fonseca, José
1
De Fonseca, José
1
Flaschel, Peter
1
Franke, Reiner
1
He, Xue-zhong
1
Hung, Hing
1
Ingo, Beyna
1
Ming Xi Huang
1
Nikitopoulos, Christina
1
Pasquali, Sara
1
Runggaldier, Wolfgang J.
1
Semmler, Willi
1
To, Thuy Duong
1
To, Thuy-duong
1
Tô, Thuy-Duong
1
Zheng, Min
1
more ...
less ...
Published in...
All
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Asia-Pacific financial markets
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
International journal of theoretical and applied finance
2
The European journal of finance
2
Advances in Pacific Basin financial markets
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Financial engineering and the Japanese markets
1
Insurance / Mathematics & economics
1
Journal of empirical finance
1
Quantitative Finance Research Centre Research Paper
1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Review of derivatives research
1
The journal of futures markets
1
University of Technology Sydney Quantitative Finance Research Centre Research Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
42
Showing
1
-
10
of
42
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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
Saved in:
8
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
9
Classes of interest rate models under the HJM framework
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Asia-Pacific financial markets
8
(
2001
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001601026
Saved in:
10
Forward rate dependent Markovian transformations of the Heath-Jarrow-Morton term structure model
Chiarella, Carl
;
Kwon, Oh Kang
- In:
Finance and stochastics
5
(
2001
)
2
,
pp. 237-257
Persistent link: https://www.econbiz.de/10001571502
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
