//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type:"book"
type_genre:"Sammlung"
~institution:"Centre for Analytical Finance <Århus>"
~subject:"Yield curve"
~type_genre:"Non-commercial literature"
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
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
Theorie
66
Theory
66
Option pricing theory
13
Optionspreistheorie
13
Zinsstruktur
11
Estimation
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Schätzung
7
Statistical test
7
Statistischer Test
7
Stochastic process
7
Stochastischer Prozess
7
Volatility
7
Volatilität
7
ARCH model
6
ARCH-Modell
6
Time series analysis
6
Zeitreihenanalyse
6
Estimation theory
5
Markov chain
5
Markov-Kette
5
Schätztheorie
5
CAPM
4
Maximum likelihood estimation
4
Maximum-Likelihood-Schätzung
4
Option trading
4
Optionsgeschäft
4
Cointegration
3
Einheitswurzeltest
3
Hedging
3
Kleinste-Quadrate-Methode
3
Kointegration
3
Least squares method
3
Probability theory
3
Regression analysis
3
Regressionsanalyse
3
Unit root test
3
Wahrscheinlichkeitsrechnung
3
more ...
less ...
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Sammlung
Non-commercial literature
Arbeitspapier
11
Graue Literatur
11
Working Paper
11
Language
All
English
11
Author
All
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Tzotchev, Dobromir
1
more ...
less ...
Institution
All
Centre for Analytical Finance <Århus>
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
Ekonomiska forskningsinstitutet <Stockholm>
5
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
4
National Bureau of Economic Research
3
Rodney L. White Center for Financial Research
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Erasmus Research Institute of Management
2
Federal Reserve Bank of New York
2
Banco de Portugal / Departamento de Estatística e Estudos Económicos
1
Birkbeck College / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre for Growth and Business Cycle Research <Manchester>
1
Centre for International Economic Studies
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutsche Forschungsgemeinschaft
1
Europäisches Institut für Internationale Wirtschaftsbeziehungen
1
Federal Reserve System / Board of Governors
1
Federal Reserve System / Division of Research and Statistics
1
Financial Options Research Centre
1
Frank J. Fabozzi Associates <New Hope, Pa.>
1
Goethe-Universität Frankfurt am Main
1
Institut for Finansiering <Frederiksberg>
1
Institut für Weltwirtschaft
1
Institute of Finance and Accounting <London>
1
Instituto Valenciano de Investigaciones Económicas
1
International Center for Financial Asset Management and Engineering
1
Johannes Gutenberg-Universität Mainz
1
Keizai-Sangyō-Kenkyūsho <Tokio>
1
Nationalekonomiska Institutionen <Lund>
1
Reserve Bank of New Zealand
1
Salomon Brothers Center for the Study of Financial Institutions
1
School of Economics and Finance <Brisbane>
1
Scuola superiore Sant'Anna di studi universitari e di perfezionamento / Laboratory of Economics and Management
1
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
Universiteit Antwerpen / Faculteit Toegepaste Economische Wetenschappen
1
more ...
less ...
Published in...
All
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
2
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
3
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
4
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
Saved in:
5
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
6
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
7
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
8
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
10
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->