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type_genre:"Biographie"
type_genre:"Sammelwerk"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Johns Hopkins University / Department of Economics"
~source:"econis"
~subject:"Yield curve"
~type_genre:"Working Paper"
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Yield curve
Theorie
134
Theory
134
Option pricing theory
13
Optionspreistheorie
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Erwartungsnutzen
11
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11
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11
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Biographie
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Mikkelsen, Peter
3
Taulbjerg, Jes
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Di Miscia, Orazio
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Christiansen, Charlotte
1
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1
Schmid, Wolfgang
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Centre for Analytical Finance <Århus>
Johns Hopkins University / Department of Economics
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Ekonomiska forskningsinstitutet <Stockholm>
6
University of Exeter / Department of Economics
6
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Federal Reserve Bank of San Francisco
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Federal Reserve System / Division of Research and Statistics
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National Bureau of Economic Research
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Rodney L. White Center for Financial Research
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Federal Reserve Bank of New York
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Institute of Finance and Accounting <London>
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Australian National University / Faculty of Economics and Commerce
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Banco de Portugal / Departamento de Estatística e Estudos Económicos
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Bank of England / Monetary Analysis Division
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Growth and Business Cycle Research <Manchester>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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1
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
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Economic Policy Conference <31, 2006, Saint Louis, Mo.>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
11
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
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:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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:
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