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The CARMA interest rate model
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Theorie
87
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86
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52
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52
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47
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46
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46
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92
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Benth, Fred Espen
193
Zakamulin, Valeriy
77
Koekebakker, Steen
52
Kiesel, Rüdiger
15
Barndorff-Nielsen, Ole E.
11
Giner, Javier
11
Reikvam, Kristin
11
Adland, Roar
10
Sødal, Sigbjørn
10
Veraart, Almut E. D.
8
BENTH, FRED ESPEN
6
Benth, Fred
6
Cartea, Álvaro
6
Karlsen, Kenneth Hvistendahl
6
Meyer-Brandis, Thilo
6
Saltyte Benth, Jurate
6
Zakamouline, Valeri
6
Biegler-König, Richard
5
Detering, Nils
5
Groth, Martin
5
Kufakunesu, Rodwell
5
Lempa, Jukka
5
Li, Xingyi
5
Ortiz-Latorre, Salvador
5
Proske, Frank
5
Saltyte-Benth, Jurate
5
Veraart, Almut
5
Aadland, Roar
4
Benth, Fred E.
4
Christensen, Troels Sønderby
4
Di Nunno, Giulia
4
Hvistendahl Karlsen, Kenneth
4
López Cabrera, Brenda
4
Nazarova, Anna
4
Pircalabu, Anca
4
Vos, Linda
4
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4
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3
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3
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3
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arXiv.org
9
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3
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1
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1
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1
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1
Dipartimento di Ingegneria Informatica, Automatica e Gestionale "Antonio Ruberti", Facoltà di Ingegneria dell'Informazione Informatica e Statistica
1
European Association of Agricultural Economists - EAAE
1
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
1
World Scientific Publishing Co. Pte. Ltd.
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21
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14
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13
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12
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9
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9
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8
Applied Mathematical Finance
6
International Journal of Theoretical and Applied Finance (IJTAF)
5
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and Stochastics
4
Journal of forecasting
4
The journal of energy markets
4
Advanced series on statistical science & applied probability
3
CREATES Research Papers
3
CREATES research paper
3
Economics research international
3
Journal of Banking & Finance
3
Maritime Economics and Logistics
3
Maritime economics & logistics : a quarterly scientific journal committed to the advancement of maritime economics as a distinct and well defined branch of both applied economics and international business
3
Quantitative finance
3
Review of financial economics : RFE
3
The energy journal
3
American Journal of Agricultural Economics
2
Applied economics
2
European financial management : the journal of the European Financial Management Association
2
IMA journal of management mathematics
2
International review of financial analysis
2
Journal of Applied Statistics
2
Journal of Forecasting
2
Mathematical Finance
2
Mathematics and financial economics
2
Norwegian School of Economics and Business Administration Discussion Paper
2
Quantitative Finance
2
Review of development finance
2
Risks
2
Risks : open access journal
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SpringerLink / Bücher
2
Studies in Nonlinear Dynamics & Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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ECONIS (ZBW)
208
RePEc
66
OLC EcoSci
38
EconStor
4
Other ZBW resources
2
USB Cologne (EcoSocSci)
1
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161
Modelling forward freight rate dynamics--empirical evidence from time charter rates
Koekebakker, Steen
;
Os Ådland, Roar
- In:
Maritime policy and management : MPM
31
(
2004
)
4
,
pp. 319-336
Persistent link: https://www.econbiz.de/10007787477
Saved in:
162
Portfolio performance evaluation with generalized Sharpe ratios: Beyond the mean and variance
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1242-1254
Persistent link: https://www.econbiz.de/10008239849
Saved in:
163
Market efficiency in the second-hand market for bulk ships
Ådland, Aror Os
;
Koekebakker, Steen
- In:
Maritime economics & logistics : a quarterly scientific …
6
(
2004
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10001977807
Saved in:
164
Volatility and price jumps in agricultural futures prices : evidence from wheat options
Koekebakker, Steen
;
Lien, Gudbrand
- In:
American journal of agricultural economics
86
(
2004
)
4
,
pp. 1018-1031
Persistent link: https://www.econbiz.de/10002388555
Saved in:
165
Value based trading of real assets in shipping under stochastic freight rates
Sødal, Sigbjørn
;
Koekebakker, Steen
;
Adland, Roar
- In:
Applied economics
41
(
2009
)
22/24
,
pp. 2793-2807
Persistent link: https://www.econbiz.de/10003894870
Saved in:
166
Portfolio performance evaluation with generalized Sharpe ratios : beyond the mean and variance
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
Journal of banking & finance
33
(
2009
)
7
,
pp. 1242-1254
Persistent link: https://www.econbiz.de/10003842258
Saved in:
167
A generalisation of the mean-variance analysis
Zakamouline, Valeri
;
Koekebakker, Steen
- In:
European financial management : the journal of the …
15
(
2009
)
5
,
pp. 934-970
Persistent link: https://www.econbiz.de/10003909974
Saved in:
168
Market switching in shipping : a real option applied to the valuation of combination carriers
Sødal, Sigbjørn
;
Koekebakker, Steen
;
Aadland, Roar
- In:
Review of financial economics : RFE
17
(
2008
)
3
,
pp. 183-203
Persistent link: https://www.econbiz.de/10003760035
Saved in:
169
Predictive power and unbiasedness of implied forward charter rates
Alizadeh-Masoodian, Amir H.
;
Ådland, Roar Os
; …
- In:
Journal of forecasting
26
(
2007
)
6
,
pp. 385 - 403
Persistent link: https://www.econbiz.de/10003542035
Saved in:
170
Ship valuation using cross-sectional sales data : a multivariate non-parametric approach
Adland, Roar
;
Koekebakker, Steen
- In:
Maritime economics & logistics : a quarterly scientific …
9
(
2007
)
2
,
pp. 105-118
Persistent link: https://www.econbiz.de/10015184709
Saved in:
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