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Yield curve
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Zinsstruktur
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1988-2004
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Tô, Thuy-duong
Rudebusch, Glenn D.
105
Christensen, Jens H. E.
65
Akram, Tanweer
62
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
50
Diebold, Francis X.
47
Wu, Jing Cynthia
47
Monfort, Alain
44
Afonso, António
43
Gollier, Christian
43
Hördahl, Peter
42
Chernov, Mikhail
41
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Caporale, Guglielmo Maria
40
Campbell, John Y.
39
Thornton, Daniel L.
39
Kim, Don H.
38
Renne, Jean-Paul
38
Mishkin, Frederic S.
36
Schlögl, Erik
36
Wei, Min
36
Dewachter, Hans
35
Kaminska, Iryna
35
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Lemke, Wolfgang
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Li, Canlin
29
Fabozzi, Frank J.
28
Guidolin, Massimo
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
Research paper / Quantitative Finance Research Group, University of Technology Sydney
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ECONIS (ZBW)
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The multifactor nature of the volatility of the eurodollar futures market
Chiarella, Carl
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721727
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2
The volatility structure of the fixed income market under the HJM framework : a nonlinear filtering approach
Chiarella, Carl
;
Hung, Hing
;
Tô, Thuy-duong
-
2005
Persistent link: https://www.econbiz.de/10002721773
Saved in:
3
A maximum likelihood approach to estimation of Heath-Jarrow-Morton models
Bhar, Ramaprasad
;
Chiarella, Carl
;
Tô, Thuy-duong
-
2002
Persistent link: https://www.econbiz.de/10001867285
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