//--> //--> //-->
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_genre:"Article in journal"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bauer, Michael D."
~person:"Koopman, Siem Jan"
~type_genre:"Aufsatz in Zeitschrift"
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:"Term structure theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Yield curve
3
Zinsstruktur
3
Bias
1
CAPM
1
Dynamische Wirtschaftstheorie
1
Economic dynamics
1
Estimation
1
Estimation theory
1
Markov-chain MonteCarlo
1
Model selection
1
No-arbitrage
1
Prices of risk
1
Risiko
1
Risikoprämie
1
Risk
1
Risk premium
1
Schätztheorie
1
Schätzung
1
State space model
1
Systematischer Fehler
1
Term premium
1
Theorie
1
Theory
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
Language
All
English
3
Author
All
Bauer, Michael D.
Koopman, Siem Jan
Rudebusch, Glenn D.
3
Enders, Walter
2
Aruoba, S. Borağan
1
Audrino, Francesco
1
Backus, David
1
Bali, Turan
1
Bansal, Ravi
1
Berger, Allen N.
1
Chan, Kung-sik
1
Chen, Song Xi
1
Christensen, Jens H. E.
1
Christoffersen, Peter F.
1
Coroneo, Laura
1
Craine, Roger N.
1
Den Haan, Wouter J.
1
Díez de los Ríos, Antonio
1
Foresi, Silverio
1
Giannone, Domenico
1
Giorgianni, Lorenzo
1
Gospodinov, Nikolaj
1
Granger, C. W. J.
1
Hansen, Bruce E.
1
Harding, Don
1
Heidari, Massoud
1
Hurvich, Clifford M.
1
Hördahl, Peter
1
Jong, Frank de
1
Li, Junye
1
Lim, Guay C.
1
Lucas, André
1
López, José A.
1
Lütkepohl, Helmut
1
Mallee, Max I. P.
1
Martin, Vance
1
Modugno, Michele
1
Pagan, Adrian R.
1
Pastorello, Sergio
1
Patilea, Valentin
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
The American economic review
3
International journal of central banking : IJCB
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of money, credit and banking : JMCB
2
Journal of international money and finance
1
Review of finance : journal of the European Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
Saved in:
2
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
Saved in:
3
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
- In:
Journal of business & economic statistics : JBES ; a …
28
(
2010
)
3
,
pp. 329-343
Persistent link: https://www.econbiz.de/10008736215
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->