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subject:"Volatility"
~subject:"Estimation theory"
~subject:"United States"
~type_genre:"Book section"
~type_genre:"Conference paper"
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Volatility
Estimation theory
United States
Yield curve
439
Zinsstruktur
439
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159
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159
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68
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67
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114
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Monetary policy and interest rates : proceedings of a conference sponsored by Banca d'Italia, Centro Paolo Baffi and the Innocenzo Gasparini Institute for Economic Research (IGIER)
7
Zero-coupon yield curves : technical documentation
4
Developments in macro-finance Yield curve modelling
3
Econometric analysis of financial markets
3
New methods in fixed income modeling : fixed income modeling
3
The determination of long-term interest rates and exchange rates and the role of expectations
3
Advances in risk management
2
American economic journal : a journal of the American Economic Association
2
Computational Management Science : CMS
2
Finance and banking developments
2
Quantitative analysis in financial markets ; [Vol. 1]
2
2006 Business & Economics Society International Conference ; Vol. 1
1
A changing role for central banks? : 41th Economics Conference 2013
1
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Advances of OR in commodities and financial modeling
1
Applied quantitative finance
1
Asset prices and monetary policy
1
Behavioral finance : the coming of age
1
Bounded rationality in economics and finance
1
Business cycles, indicators, and forecasting
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
Challenges for central banking : perspectives from Latin America
1
Computational finance and its applications III : [papers presented at the Conference Computational Finance 2008, held in Cádiz in Spain]
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
1
Consumer issues in global economics, finance and business
1
Contemporary issues in economics and econometrics : theory and applications; [Australian Meeting of the Econometric Society ... ]
1
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Dynamic stochastic optimization : [this volume includes a selection of papers presented at the IFIP/IIASA/GAMM-Workshop on "Dynamic Stochastic Optimization" held at the International Institute for Systems Analysis (IIASA), Laxenburg, Austria, March 11 - 14, 2002]/ Kurt Marti ... (eds.)
1
Essays in econometrics
1
Essays in finance : commodity derivatives, volatility forecasting, and the carbon market
1
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology
1
Essays on Bayesian modeling in marketing and economics
1
Essays on empirical macro-finance: the impact of macroeconomic developments on firm financing
1
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1
Essays on the determinants of corporate bond yield spreads
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Europe and the euro
1
Exchange rates : dynamics, expectations and adjustment
1
Financial econometrics modeling : derivatives pricing, hedge funds and term structure models
1
Financial markets and asset pricing
1
Financial markets and financial crises : [presented at the NBER Conference ... held in Key Biscayne, Florida, March 23-24, 1990]
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ECONIS (ZBW)
107
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Where (and by how much) does a theory break down? : with an application to the expectation hypothesis
Abadir, Karim Maher
;
Atanasova, Christina
- In:
Essays in honor of M. Hashem Pesaran : panel modeling, …
,
(pp. 255-267)
.
2022
Persistent link: https://www.econbiz.de/10013194564
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2
The impact of the maturity of US government debt on forward rates and the term premium : new results from old data
Chadha, Jagjit
- In:
Quantitative easing : evolution of economic thinking as …
,
(pp. 51-58)
.
2016
Persistent link: https://www.econbiz.de/10011498131
Saved in:
3
Commonality in liquidity in the US corporate bond market
Bethke, Sebastian
- In:
Essays on the determinants of corporate bond yield spreads
,
(pp. 86-129)
.
2016
Persistent link: https://www.econbiz.de/10011733594
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4
Pricing and hedging GMWB in the Heston and in the Black-Scholes with stochastic interest rate models
Goudenege, Ludovic
;
Molent, Andrea
;
Zanette, Antonino
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 217-248
Persistent link: https://www.econbiz.de/10011993464
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5
Calibration of one-factor and two-factor Hull-White models using swaptions
Russo, Vincenzo
;
Torri, Gabriele
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 275-295
Persistent link: https://www.econbiz.de/10011993481
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6
A survey of behavioral macro-finance
Park, Na Young
- In:
Behavioral finance : the coming of age
,
(pp. 167-185)
.
2019
Persistent link: https://www.econbiz.de/10012025486
Saved in:
7
The expectations hypothesis of the term structure of interest rates: evidence from the Fourier cointegration test
Güriş, Burak
- In:
Selected topics in applied econometrics
,
(pp. 139-147)
.
2019
Persistent link: https://www.econbiz.de/10012286977
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8
The contemporary state and interests : a framework of analysis
Za̢bkowicz, Anna
;
Czech, Sławomir
- In:
Institutionalist perspectives on development : a …
,
(pp. 45-57)
.
2018
Persistent link: https://www.econbiz.de/10012015624
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9
Integration of fixed interest periods in the IceACE model
Kim, Chong Dae
- In:
Three essays on housing market analysis in Germany
,
(pp. 107-253)
.
2018
Persistent link: https://www.econbiz.de/10012030816
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10
The Heath-Jarrow-Morton model with regime shifts and jumps priced
Elliott, Robert J.
;
Siu, Tak Kuen
- In:
New methods in fixed income modeling : fixed income modeling
,
(pp. 45-59)
.
2018
Persistent link: https://www.econbiz.de/10012011578
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