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~isPartOf:"Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney"
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Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
NBER working paper series
268
Working paper / National Bureau of Economic Research, Inc.
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Journal of banking & finance
221
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Output and the term structure of interest rates : ways out of the jump-variable conundrum
Chiarella, Carl
;
Flaschel, Peter
;
Franke, Reiner
; …
-
2003
Persistent link: https://www.econbiz.de/10001761884
Saved in:
2
Approximating Heath-Jarrow-Morton non-Markovian term structure of interest rate models with Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
2000
Persistent link: https://www.econbiz.de/10001730596
Saved in:
3
Zero-coupon Yield curve estimation : a principal component, polynomial approach
Hunt, Benjamin F.
;
Terry, Chris
-
1998
Persistent link: https://www.econbiz.de/10001376977
Saved in:
4
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:
5
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
6
Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad
;
Chiarella, Carl
-
1996
Persistent link: https://www.econbiz.de/10000985675
Saved in:
7
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
8
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:
9
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:
10
Fitting parsimonious yield curve models to Australian coupon bond data
Hunt, Benjamin F.
-
1995
Persistent link: https://www.econbiz.de/10000985495
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