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~institution:"Banco Central de Costa Rica"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)"
~subject:"Currency derivative"
~subject:"Expectation formation"
~subject:"Markov-Kette"
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Currency derivative
Expectation formation
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Zinsstruktur
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1993-2002
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Banco Central de Costa Rica
Centre for Analytical Finance <Århus>
Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft (ZBW)
National Bureau of Economic Research
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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2
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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3
Regime switching in the yield curve
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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4
MCMC based estimation of term structure models
Mikkelsen, Peter
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contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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5
Cross-currency LIBOR market models
Mikkelsen, Peter
(
contributor
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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