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isPartOf:"Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series"
subject:"Capital income"
~isPartOf:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~subject:"Kapitaleinkommen"
~subject:"Yield curve"
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Capital income
Kapitaleinkommen
Yield curve
Estimation
103
Schätzung
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Börsenkurs
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Share price
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Theorie
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Bohl, Martin T.
10
Ge̜bka, Bartosz
3
He, Xue-zhong
3
Henke, Harald
3
Timmermann, Allan
3
Chiarella, Carl
2
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2
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Daníelsson, Jón
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Quantitative Finance Research Centre <Sydney>
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
Discussion paper series / LSE Financial Markets Group
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
Finance research letters
173
Journal of banking & finance
164
International review of economics & finance : IREF
146
International review of financial analysis
146
Journal of financial economics
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Journal of empirical finance
139
NBER working paper series
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ECONIS (ZBW)
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1
Trading heterogeneity under information uncertainty
He, Xue-zhong
;
Zheng, Huanhuan
-
2016
Persistent link: https://www.econbiz.de/10011778029
Saved in:
2
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
3
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
Saved in:
4
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
5
Stylised properties of the interest rate term structure under the benchmark approach
Fergusson, Kevin
;
Platen, Eckhard
-
2014
Persistent link: https://www.econbiz.de/10011344800
Saved in:
6
Financialization, crisis and commodity correlation dynamics
Silvennoinen, Annastiina
;
Thorp, Susan
-
2010
Persistent link: https://www.econbiz.de/10008662204
Saved in:
7
Volatility forecast comparison using imperfect volatility proxies
Patton, Andrew J.
-
2006
Persistent link: https://www.econbiz.de/10003329784
Saved in:
8
The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
Saved in:
9
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
10
Managerial ownership and informativeness of accounting numbers in a European emerging market
Korczak, Adriana
-
2004
Persistent link: https://www.econbiz.de/10002176955
Saved in:
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