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type_genre:"Article in journal"
~person:"Cho, Sungjun"
~person:"Phillips, Peter C. B."
~subject:"1985-2007"
~subject:"Bias"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Term structure theory"
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1985-2007
Bias
Yield curve
4
Zinsstruktur
4
Estimation
2
Regime switching
2
Schätzung
2
Systematischer Fehler
2
Term structure
2
Theorie
2
Theory
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1
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Estimation theory
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Option pricing theory
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Resampling method
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Risikoprämie
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Schätztheorie
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Small sample bias correction
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Time series analysis
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Article in journal
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Cho, Sungjun
Phillips, Peter C. B.
Bauer, Michael D.
2
Rudebusch, Glenn D.
2
Binsbergen, Jules H. van
1
Boyarchenko, Nina
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Cassella, Stefano
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Dhakal, Chandra K.
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Dodson, Charles B.
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Golez, Benjamin
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Gulen, Huseyin
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Han, Xiao
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Joslin, Scott
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Juneja, Januj
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Juneja, Januj A.
1
Kelly, Peter
1
Kısacıkoğlu, Burçin
1
Levendorskij, Sergej Z.
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Liu, Liu
1
Lopez-Lira, Alejandro
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Peterson, Steven P.
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Review of quantitative finance and accounting
1
The review of financial studies
1
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ECONIS (ZBW)
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Correcting estimation bias in regime switching dynamic term structure models
Cho, Sungjun
;
Liu, Liu
- In:
Review of quantitative finance and accounting
61
(
2023
)
3
,
pp. 1093-1127
Persistent link: https://www.econbiz.de/10014342159
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2
Jackknifing bond option prices
Phillips, Peter C. B.
;
Yu, Jun
- In:
The review of financial studies
18
(
2005
)
2
,
pp. 707-742
Persistent link: https://www.econbiz.de/10002882119
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