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
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
Estimating the term structure...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
269
Theory
266
Volatility
77
Volatilität
76
Option pricing theory
66
Optionspreistheorie
66
Stochastischer Prozess
63
Stochastic process
60
Yield curve
54
Zinsstruktur
53
Keynesian economics
44
Keynesianismus
44
Börsenkurs
40
Estimation
40
Share price
40
Schätzung
39
Business cycle
38
Konjunktur
38
Portfolio-Management
38
CAPM
37
Portfolio selection
36
Anlageverhalten
35
Australien
35
Australia
34
Behavioural finance
34
Neoclassical synthesis
32
Neoklassische Synthese
32
USA
32
United States
31
Chaos theory
30
Chaostheorie
30
Monetary growth model
30
Monetäre Wachstumstheorie
30
Dynamische Wirtschaftstheorie
24
Economic dynamics
24
Erwartungsbildung
24
Expectation formation
24
Financial crisis
24
Macroeconomics
24
Makroökonomik
24
more ...
less ...
Online availability
All
Free
380
Undetermined
165
CC license
1
Type of publication
All
Book / Working Paper
543
Article
441
Type of publication (narrower categories)
All
Article in journal
148
Aufsatz in Zeitschrift
148
Working Paper
148
Arbeitspapier
145
Graue Literatur
125
Non-commercial literature
125
Aufsatz im Buch
46
Book section
46
Collection of articles of several authors
9
Sammelwerk
9
Festschrift
8
Konferenzschrift
8
Aufsatzsammlung
5
Rezension
5
Conference proceedings
4
Mehrbändiges Werk
3
Multi-volume publication
3
research-article
3
Article
2
Bibliografie enthalten
2
Bibliography included
2
Forschungsbericht
2
Lehrbuch
2
Textbook
2
Bibliografie
1
Hochschulschrift
1
Interview
1
Systematic review
1
Thesis
1
review-article
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
518
Undetermined
465
German
2
Author
All
Chiarella, Carl
798
Bhar, Ramaprasad
201
Flaschel, Peter
170
Semmler, Willi
76
He, Xue-zhong
66
He, Xue-Zhong
59
Dieci, Roberto
57
Kang, Boda
48
Ziogas, Andrew
40
Hamori, Shigeyuki
36
Gardini, Laura
29
Franke, Reiner
28
Nikitopoulos, Christina Sklibosios
23
Asada, Toichiro
21
Chen, Pu
21
Zhu, Peiyuan
20
Bhar, Ram
19
Hung, Hing
18
Meyer, Gunter H.
18
Nikolova, Biljana
18
Di Guilmi, Corrado
17
Asada, Tōichirō
16
El-Hassan, Nadima
15
Röthig, Andreas
15
Zheng, Min
13
Hsiao, Chih-ying
12
Malliaris, A. (Tassos) G.
12
Mouakil, Tarik
12
Bhar, R.
11
Cheang, Gerald H. L.
11
Colwell, David B.
11
Hammoudeh, Shawkat
11
Malliaris, Anastasios G.
11
Ziveyi, Jonathan
11
Bischi, Gian Italo
10
Hsiao, Chih-Ying
10
Khomin, Alexander
10
Proaño, Christian R.
10
Schlögl, Erik
10
Szidarovszky, Ferenc
10
more ...
less ...
Institution
All
Finance Discipline Group, Business School
138
Society for Computational Economics - SCE
32
School of Business, University of Western Sydney
6
University of Western Sydney, Macarthur / Department of Economics and Finance
4
Australian Graduate School of Management
3
EconWPA
3
Center for Nonlinear Dynamics in Economics and Finance (CeNDEF), Faculteit Economie en Bedrijfskunde
2
Department of Economics, New School for Social Research
2
Ludwig-Boltzmann-Institut zur Analyse Wirtschaftspolitischer Aktivitäten <Wien>
2
MDEF Modelli Dinamici i Economia e Finanza International Workshop <Urbino>
2
World Scientific Publishing Co. Pte. Ltd.
2
Bernard Schwartz Center for Economic Policy Analysis (SCEPA), The New School
1
Crawford School of Public Policy, Australian National University
1
Econometric Society
1
Economics Discipline Group, Business School
1
Fachbereich Rechts- und Wirtschaftswissenschaften, Technische Universität Darmstadt
1
Finance, University of Technology, Sydney,; Gunter Meyer, School of Mathematics, Georgia Institute of Technology,; Andrew Ziogas, School of Economics
1
Institut für Weltwirtschaft (IfW)
1
International Symposium in Economic Theory and Econometrics <12, 1996, Sydney>
1
Quantitative Finance Research Centre <Sydney>
1
Risk Management Conference <2008, Singapur>
1
Royal Economic Society - RES
1
Springer-Verlag GmbH
1
Tinbergen Institute
1
Tinbergen Instituut
1
University of Queensland / School of Economics
1
University of Technology Sydney
1
arXiv.org
1
more ...
less ...
Published in...
All
Research Paper Series / Finance Discipline Group, Business School
86
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
64
Working Paper Series / Finance Discipline Group, Business School
52
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
45
Journal of economic dynamics & control
24
Journal of economic behavior & organization : JEBO
19
U. of Technology, Sydney Finance and Economics Working Paper
16
Quantitative Finance Research Centre Research Paper
14
Diskussionsarbeit
12
The journal of futures markets
12
Journal of Economic Behavior & Organization
11
Research paper / Quantitative Finance Research Group, University of Technology Sydney
11
Applied mathematical finance
10
Computational economics
10
Journal of Economic Dynamics and Control
10
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
10
Computing in Economics and Finance 2002
9
Quantitative and empirical analysis of nonlinear dynamic macromodels
9
Computational Economics
8
The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches
8
Asia-Pacific financial markets
7
Energy economics
7
Macroeconomic dynamics
7
UTS Working Paper
7
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
6
Discussion paper series
6
International journal of theoretical and applied finance
6
International review of financial analysis
6
SpringerLink / Bücher
6
Studies in Nonlinear Dynamics & Econometrics
6
The European journal of finance
6
Western Sydney - School of Business And Technology
6
Applied Mathematical Finance
5
Computing in Economics and Finance 2006
5
Journal of Futures Markets
5
Quantitative Finance Research Centre Working Paper
5
Routledge frontiers of political economy
5
Applied financial economics
4
Computing in Economics and Finance 1997
4
Computing in Economics and Finance 2004
4
more ...
less ...
Source
All
ECONIS (ZBW)
544
RePEc
330
OLC EcoSci
91
USB Cologne (EcoSocSci)
10
EconStor
5
Other ZBW resources
4
Showing
1
-
10
of
984
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Expectations of monetary policy in Australia implied by the probability distribution of interest rate derivatives
Bhar, Ramaprasad
;
Chiarella, Carl
- In:
The European journal of finance
6
(
2000
)
2
,
pp. 113-125
Persistent link: https://www.econbiz.de/10001519354
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
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
5
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:
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
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
8
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
Saved in:
9
Pricing of futures options by use of generalised binomial lattice model : an empirical study on the SFE
Bhar, Ramaprasad
- In:
Xiang gang jing ji xue hui hui kan : annual publ. of …
24
(
1996
),
pp. 41-54
Persistent link: https://www.econbiz.de/10001211581
Saved in:
10
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
