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~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Batten, Jonathan A."
~person:"Bauer, Michael D."
~person:"Singleton, Kenneth J."
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Zinsstruktur
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Markov-chain MonteCarlo
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Batten, Jonathan A.
Bauer, Michael D.
Singleton, Kenneth J.
Rudebusch, Glenn D.
3
Enders, Walter
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Aruoba, S. Borağan
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
International review of financial analysis
7
Working papers series / Federal Reserve Bank of San Francisco
7
The review of financial studies
6
CESifo working papers
5
NBER working paper series
5
The American economic review
4
The journal of finance : the journal of the American Finance Association
4
Working paper / National Bureau of Economic Research, Inc.
4
Applied financial economics
3
NBER Working Paper
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Financial markets and asset pricing
2
International journal of central banking : IJCB
2
Journal of financial economics
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Journal of money, credit and banking : JMCB
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Asia-Pacific financial markets
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Asian economic journal : journal of the East Asian Economic Association
1
Contemporary studies in economic and financial analysis
1
Discussion papers / CEPR
1
Economic notes : economic review of Banca Monte dei Paschi di Siena
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IMES discussion paper series / Englische Ausgabe
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Journal of econometrics
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Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international financial markets, institutions & money
1
Journal of international money and finance
1
Journal of multinational financial management
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Marshall School of Business Working Paper
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Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Research in finance
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Review of Pacific Basin financial markets and policies
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Review of finance : journal of the European Finance Association
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Stanford University Graduate School of Business research paper
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The Japanese finance : corporate finance and capital markets in changing Japan
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Working paper series / Institute for Monetary and Financial Stability
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ECONIS (ZBW)
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Restrictions on risk prices in dynamic term structure models
Bauer, Michael D.
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
2
,
pp. 196-211
Persistent link: https://www.econbiz.de/10011894602
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2
Correcting estimation bias in dynamic term structure models
Bauer, Michael D.
;
Rudebusch, Glenn D.
;
Wu, Jing Cynthia
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
3
,
pp. 454-467
Persistent link: https://www.econbiz.de/10009658338
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