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~isPartOf:"Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney"
~language:"eng"
~language:"hun"
~person:"Allen, David E."
~person:"Chiarella, Carl"
~person:"Döpke, Jörg"
~person:"Fernández-Villaverde, Jesús"
~person:"Hafner, Christian M."
~person:"McEntarfer, Erika"
~person:"Schnabl, Gunther"
~source:"econis"
~subject:"Arbeitsmarkt"
~subject:"Exchange rate"
~subject:"Liquiditätseffekt"
~subject:"Schätzung"
~subject:"Theorie"
~subject:"USA"
~type_genre:"Arbeitspapier"
~type_genre:"Working Paper"
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Arbeitsmarkt
Exchange rate
Liquiditätseffekt
Schätzung
Theorie
USA
Theory
7
Volatility
7
Volatilität
7
Yield curve
4
Zinsstruktur
4
Estimation
3
Australia
2
Australien
2
Wechselkurs
2
Currency derivative
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Currency speculation
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Economic model
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Estimation theory
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Interest rate derivative
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Japan
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Learning
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Learning process
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Lernen
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Nichtlineare Regression
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Nonlinear regression
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Option pricing theory
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Optionspreistheorie
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Schätztheorie
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Stochastic process
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Working Paper
Graue Literatur
6
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6
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English
Hungarian
Author
All
Allen, David E.
Chiarella, Carl
Döpke, Jörg
Fernández-Villaverde, Jesús
Hafner, Christian M.
McEntarfer, Erika
Schnabl, Gunther
Bhar, Ramaprasad
4
Khomin, Alexander
2
Peat, Maurice
2
Hassan, Nadima el
1
Hutcheson, Tiffany
1
MacCorry, Michael S.
1
Newell, Graeme
1
Stevenson, Maxwell John
1
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
14
Discussion paper / Tinbergen Institute
9
Kieler Arbeitspapiere
7
Working paper / National Bureau of Economic Research, Inc.
6
Kiel working paper
4
School of Accounting, Finance and Economics & FEMARC working paper series
4
CESifo working papers
3
CORE discussion paper : DP
3
CORE discussion papers : DP
3
Discussion paper / Centre for Economic Policy Research
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometric Institute research papers
3
Finance and economics discussion series
3
Working paper
3
Working papers / Federal Reserve Bank of Philadelphia, Research Department
3
Working papers / Penn Institute for Economic Research
3
CFM discussion paper series
2
Discussion paper / Deutsche Bundesbank
2
Discussion papers of interdisciplinary research project 373
2
Documentos de trabajo / Fundación de Estudios de Economía Aplicada
2
Federal Reserve Bank of Cleveland working paper series
2
SFB 649 discussion paper
2
Working paper series / European Central Bank
2
Working papers / U.S. Census Bureau, Center for Economic Studies
2
Arbeitspapiere der Wirtschaftswissenschaftlichen Fakultät
1
Boston College working papers in economics
1
Discussion paper / Institut de Statistique, Biostatistique et Sciences Actuarielles (ISBA)
1
Discussion paper series / IZA
1
Discussion papers / CEPR
1
IMES discussion paper series / Englische Ausgabe
1
NBER working paper series
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Tübinger Diskussionsbeiträge
1
Working papers / Department of Economics, Virginia Polytechnic Institute and State University
1
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ECONIS (ZBW)
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1
Learning in a generalized Dornbusch model of exchange rate dynamics
Chiarella, Carl
;
Khomin, Alexander
-
2000
Persistent link: https://www.econbiz.de/10001476004
Saved in:
2
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
3
Learning dynamics in a nonlinear stochastic model of exchange rate
Chiarella, Carl
;
Khomin, Alexander
-
1996
Persistent link: https://www.econbiz.de/10001376973
Saved in:
4
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
5
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
6
Interest rate futures : estimation of
volatility
parameters in an arbitrage-free framework
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951351
Saved in:
7
Estimating the term structure of
volatility
in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
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