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~subject:"ARMA-Modell"
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Search: subject_exact:"Zinsstrukturkurve"
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ARMA-Modell
Zinsstruktur
14,348
Yield curve
14,346
Theorie
5,117
Theory
5,117
Estimation
2,502
Schätzung
2,501
Zins
2,263
Interest rate
2,239
Risikoprämie
2,175
Risk premium
2,175
Geldpolitik
2,173
Monetary policy
2,163
Public bond
2,032
Öffentliche Anleihe
2,032
USA
2,008
United States
2,001
Kreditrisiko
1,387
Credit risk
1,382
Capital income
1,284
Kapitaleinkommen
1,284
EU countries
1,189
EU-Staaten
1,188
Anleihe
1,159
Bond
1,156
Volatility
1,056
Volatilität
1,055
Forecasting model
1,036
Prognoseverfahren
1,036
Euro area
925
Eurozone
925
Optionspreistheorie
925
Option pricing theory
923
Corporate bond
898
Unternehmensanleihe
898
Interest rate derivative
783
Zinsderivat
783
CAPM
750
Deutschland
677
Germany
671
Rentenmarkt
611
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9
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3
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2
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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
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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
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ECONIS (ZBW)
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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
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:
6
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:
7
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:
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
Switching VARMA term structure models : extended version
Monfort, Alain
;
Pegoraro, Fulvio
-
2007
Persistent link: https://www.econbiz.de/10003592184
Saved in:
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