//--> //--> //--> //-->
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
~subject:"ARMA model"
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:"Zinsstrukturkurve"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARMA model
Zinsstruktur
14,297
Yield curve
14,295
Theorie
5,104
Theory
5,104
Estimation
2,485
Schätzung
2,484
Zins
2,247
Interest rate
2,223
Geldpolitik
2,163
Risikoprämie
2,163
Risk premium
2,163
Monetary policy
2,153
Public bond
2,017
Öffentliche Anleihe
2,017
USA
2,003
United States
1,996
Kreditrisiko
1,380
Credit risk
1,375
Capital income
1,276
Kapitaleinkommen
1,276
EU countries
1,185
EU-Staaten
1,184
Anleihe
1,149
Bond
1,146
Volatility
1,055
Volatilität
1,054
Forecasting model
1,035
Prognoseverfahren
1,035
Euro area
922
Eurozone
922
Optionspreistheorie
922
Option pricing theory
920
Corporate bond
889
Unternehmensanleihe
889
Interest rate derivative
781
Zinsderivat
781
CAPM
748
Deutschland
675
Germany
669
Rentenmarkt
608
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
9
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
11
German
1
Author
All
Monfort, Alain
3
Pegoraro, Fulvio
3
Nowman, Kalid Ben
2
Azar, Samih Antoine
1
Bousalam, Issam
1
Chambers, Marcus J.
1
Duan, Jin-Chuan
1
Dudaković, Sanja
1
Gough, O.
1
Gough, Orla
1
Hamzaoui, Moustapha
1
Robe, Michel A.
1
Thornton, Michael A.
1
Van Dellen, S.
1
Van Dellen, Stefan
1
Wallen, Jonathan
1
Wessels, Nina
1
more ...
less ...
Published in...
All
Economic analysis : EA
1
International journal of bonds and derivatives
1
International journal of financial engineering and risk management
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Les notes d'études et de recherche : NER
1
Review of applied economics
1
Schriftenreihe Volkswirtschaftliche Forschungsergebnisse
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
The empirical economics letters : a monthly international journal of economics
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory forecasting of yield spreads using a fractionally integrated ARMA model and its application in Islamic capital market
Bousalam, Issam
;
Hamzaoui, Moustapha
- In:
International journal of bonds and derivatives
3
(
2017
)
1
,
pp. 71-92
Persistent link: https://www.econbiz.de/10011807765
Saved in:
2
Fundamentals, derivatives market information and oil price volatility
Robe, Michel A.
;
Wallen, Jonathan
- In:
The journal of futures markets
36
(
2016
)
4
,
pp. 317-344
Persistent link: https://www.econbiz.de/10011568424
Saved in:
3
The exact discretisation of CARMA models with applications in finance
Thornton, Michael A.
;
Chambers, Marcus J.
- In:
Journal of empirical finance
38
(
2016
),
pp. 739-761
Persistent link: https://www.econbiz.de/10011663785
Saved in:
4
Local-momentum autoregression and the modeling of interest rate term structure
Duan, Jin-Chuan
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 349-359
Persistent link: https://www.econbiz.de/10011705201
Saved in:
5
Credit spread modeling : macro-financial versus HOC approach
Dudaković, Sanja
- In:
Economic analysis : EA
47
(
2014
)
3/4
,
pp. 53-68
Persistent link: https://www.econbiz.de/10010506024
Saved in:
6
Forecasting long term UK interest rates
Gough, O.
;
Nowman, Kalid Ben
;
Van Dellen, S.
- In:
The empirical economics letters : a monthly …
13
(
2014
)
10
,
pp. 1035-1043
Persistent link: https://www.econbiz.de/10010527324
Saved in:
7
Modelling and forecasting international interest rate spreads : UK, Germany, Japan and the USA
Gough, Orla
;
Nowman, Kalid Ben
;
Van Dellen, Stefan
- In:
International journal of financial engineering and risk …
1
(
2014
)
4
,
pp. 309-333
Persistent link: https://www.econbiz.de/10010476910
Saved in:
8
Switching VARMA term structure models : extended version
Monfort, Alain
(
contributor
);
Pegoraro, Fulvio
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003796537
Saved in:
9
Testing the expectations hypothesis on corporate bond yields
Azar, Samih Antoine
- In:
Review of applied economics
6
(
2010
)
1/2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10008736651
Saved in:
10
Switiching VARMA term structure models
Monfort, Alain
;
Pegoraro, Fulvio
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
1
,
pp. 105-153
Persistent link: https://www.econbiz.de/10003518289
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->