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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Escola de Pós-Graduação em Economia <Rio de Janeiro>"
~source:"econis"
~subject:"Cointegration"
~subject:"Volatility"
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Cointegration
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Zins
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Centre for Analytical Finance <Århus>
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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A common-feature approach for testing present-value restrictions with financial data
Hecq, Alain W. J.
;
Issler, João Victor
-
2011
Persistent link: https://www.econbiz.de/10009532945
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2
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
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3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
4
Long maturity forward rates
Christiansen, Charlotte
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001622254
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