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~isPartOf:"Economic modelling"
~isPartOf:"Journal of financial economics"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Research paper / Quantitative Finance Research Centre, University of Technology Sydney"
~person:"Singleton, Kenneth J."
~subject:"Estimation"
~subject:"Schätzung"
~subject:"Theorie"
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1
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Singleton, Kenneth J.
Filipović, Damir
6
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5
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4
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3
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3
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2
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Le, Anh
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2
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Economic modelling
Journal of financial economics
Mathematical finance : an international journal of mathematics, statistics and financial theory
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
The review of financial studies
4
NBER Working Paper
3
NBER working paper series
3
Working paper / National Bureau of Economic Research, Inc.
3
The journal of finance : the journal of the American Finance Association
2
Financial markets and asset pricing
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Why Gaussian macro-finance term structure models are (nearly) unconstrained factor-VARs
Joslin, Scott
;
Le, Anh
;
Singleton, Kenneth J.
- In:
Journal of financial economics
109
(
2013
)
3
,
pp. 604-622
Persistent link: https://www.econbiz.de/10010205374
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2
Expectation puzzles, time-varying risk premia, and affine models of the term structure
Dai, Qiang
;
Singleton, Kenneth J.
- In:
Journal of financial economics
63
(
2002
)
3
,
pp. 415-441
Persistent link: https://www.econbiz.de/10001661702
Saved in:
3
Pricing coupon-bond options and swaptions in affine term structure models
Singleton, Kenneth J.
- In:
Mathematical finance : an international journal of …
12
(
2002
)
4
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001741956
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