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~person:"Bhar, Ramaprasad"
~subject:"Schätzung"
~subject:"Volatilität"
~subject:"Zinsstruktur"
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Schätzung
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11
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Bhar, Ramaprasad
Hautsch, Nikolaus
15
Chiarella, Carl
14
Hess, Dieter
13
Joshi, Mark S.
12
Schlögl, Erik
12
Mercurio, Fabio
11
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11
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10
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9
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7
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7
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7
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7
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7
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6
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6
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Advances in Pacific Basin financial markets
2
Applied mathematical finance
1
Review of futures markets
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
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ECONIS (ZBW)
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1
Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
Saved in:
2
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
Saved in:
3
Interest rate futures : estimation of volatility parameters in an arbitrage-free framework
Bhar, Ramaprasad
- In:
Applied mathematical finance
4
(
1997
)
4
,
pp. 181-199
Persistent link: https://www.econbiz.de/10001238761
Saved in:
4
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:
5
Predicting the short term forward interest rate structure using a parsimonious model
Bhar, Ramaprasad
- In:
Review of futures markets
12
(
1994
)
3
,
pp. 577-590
Persistent link: https://www.econbiz.de/10001186279
Saved in:
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