//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~person:"Bhar, Ramaprasad"
~subject:"Schätzung"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Constant maturity swap"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Interest rate derivative
11
Zinsderivat
11
Australia
9
Australien
9
Theorie
6
Theory
6
Option pricing theory
4
Optionspreistheorie
4
Volatility
4
Volatilität
4
Estimation
3
Japan
3
Yield curve
2
Zinsstruktur
2
1987-1990
1
1988-1989
1
1989-1994
1
1991
1
1996-1997
1
Anleihe
1
Bond
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Erwartungsbildung
1
Expectation formation
1
Forecasting model
1
Geldpolitik
1
Interest rate
1
Monetary policy
1
Prognoseverfahren
1
Sydney Futures Exchange
1
Time series analysis
1
Zeitreihenanalyse
1
Zins
1
more ...
less ...
Type of publication
All
Article
2
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Working Paper
1
Language
All
English
3
Author
All
Bhar, Ramaprasad
Hautsch, Nikolaus
15
Hess, Dieter
13
Upper, Christian
10
Werner, Thomas
9
Gerhard, Frank
7
Bernoth, Kerstin
6
Tirelli, Patrizio
6
Trecroci, Carmine
6
Hagen, Jürgen von
5
Herwartz, Helmut
5
Veredas, David
5
Muscatelli, V. Anton
4
Blaskowitz, Oliver
3
Chiarella, Carl
3
Favero, Carlo A.
3
Ieda, Akira
3
Lekkos, Ilias
3
Milas, Costas
3
Ohba, Toshikazu
3
Panagiōtidēs, Theodōros
3
Pohlmeier, Winfried
3
Suhonen, Antti
3
Blaskowitz, Oliver Jim
2
Bühler, Wolfgang
2
Cadenas Santiago, Gonzalo de
2
Fama, Eugene F.
2
Fang, Victor
2
Filipović, Damir
2
Fricke, Christoph
2
Kamada, Koichiro
2
Kambhu, John
2
Kariya, Takeaki
2
Kurosaki, Tetsuo
2
Larsson, Martin
2
Lee, Hangyong
2
Menkhoff, Lukas
2
Miura, Ko
2
Moraleda Novo, Juan Manuel
2
Muscatelli, Anton
2
more ...
less ...
Published in...
All
Advances in Pacific Basin financial markets
1
Applied mathematical finance
1
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->