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~person:"Chiarella, Carl"
~person:"Phillips, Peter C. B."
~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
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127
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127
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89
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86
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Chiarella, Carl
Phillips, Peter C. B.
Rudebusch, Glenn D.
56
Gollier, Christian
38
Bekaert, Geert
35
Diebold, Francis X.
26
Christensen, Jens H. E.
25
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23
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22
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19
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Foresi, Silverio
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Sandmann, Klaus
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Woodford, Michael
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Lemke, Wolfgang
17
Renne, Jean-Paul
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Uhrig-Homburg, Marliese
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Crump, Richard K.
16
Engstrom, Eric
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Friedman, Benjamin M.
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Goldstein, Robert S.
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Joshi, Mark S.
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Orphanides, Athanasios
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Bacchetta, Philippe
15
Collin-Dufresne, Pierre
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Hördahl, Peter
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Mishkin, Frederic S.
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Mönch, Emanuel
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Scaillet, Olivier
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Wu, Jing Cynthia
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Eusepi, Stefano
14
Svensson, Lars E. O.
14
Aksoy, Yunus
13
Andreasen, Martin Møller
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13
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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3
Asia-Pacific financial markets
2
Cowles Foundation discussion paper
2
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ECONIS (ZBW)
28
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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
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:
8
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:
9
Stochastic correlation and risk premia in term structure models
Chiarella, Carl
;
Hsiao, Chih-ying
;
Tô, Thuy-Duong
- In:
Journal of empirical finance
37
(
2016
),
pp. 59-78
Persistent link: https://www.econbiz.de/10011662911
Saved in:
10
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
2000
Persistent link: https://www.econbiz.de/10001730596
Saved in:
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