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institution:"Universitat Pompeu Fabra / Departament d'Economia i Empresa"
~institution:"Center for Economic Research <Tilburg>"
~institution:"Centre for Analytical Finance <Århus>"
~institution:"Internationaler Währungsfonds"
~institution:"University of Exeter / Department of Economics"
~institution:"University of Southampton / Department of Economics"
~subject:"Maximum likelihood estimation"
~subject:"Risk"
~subject:"Yield curve"
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Maximum likelihood estimation
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Tzavalis, Elias
4
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Di Miscia, Orazio
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
Center for Economic Research <Tilburg>
Centre for Analytical Finance <Århus>
Internationaler Währungsfonds
University of Exeter / Department of Economics
University of Southampton / Department of Economics
National Bureau of Economic Research
320
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
21
Ekonomiska forskningsinstitutet <Stockholm>
17
Edward Elgar Publishing
9
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
8
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7
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6
Chambre de commerce et d'industrie de Paris
6
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University of Dundee / Department of Economic Studies
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5
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Birkbeck College / Department of Economics
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Federal Reserve Bank of New York
4
Federal Reserve Bank of San Francisco
4
International Monetary Fund
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Rodney L. White Center for Financial Research
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Springer Fachmedien Wiesbaden
4
State University of New York at Albany / Department of Economics
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Umeå universitet
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Centre for Economic Policy Research
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Foerder Institute for Economic Research <Tēl-Āvîv>
3
Forschungsinstitut zur Zukunft der Arbeit
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Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Center for Financial Asset Management and Engineering
3
Trinity College Dublin / Department of Economics
3
University of British Columbia / Finance Division
3
University of New England / Department of Econometrics
3
Universität Basel / Institut für Volkswirtschaft
3
Universität Dortmund / Wirtschafts- und Sozialwissenschaftliche Fakultät
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Discussion papers in economics
10
Discussion papers in economics and econometrics
7
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ECONIS (ZBW)
42
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1
Contagion and state dependent mutations
Lee, In-ho
;
Szeidl, Adam
;
Valentinyi, Ákos
-
2000
Persistent link: https://www.econbiz.de/10001533275
Saved in:
2
An introduction to the
theory
and the econometric tests of the rational expectations hypothesis of the term structure of interest rates
Tzavalis, Elias
-
1993
Persistent link: https://www.econbiz.de/10000891677
Saved in:
3
The rational expectations hypothesis of the term structure : reconciling the evidence
Tzavalis, Elias
;
Wickens, Michael R.
-
1994
Persistent link: https://www.econbiz.de/10000895299
Saved in:
4
Collateral, heterogeneity in risk attitude and the credit market equilibrium
Coco, Giuseppe
-
1996
Persistent link: https://www.econbiz.de/10000958178
Saved in:
5
Shifting risks, new foundations for growth
2013
Persistent link: https://www.econbiz.de/10010125758
Saved in:
6
Legacies, clouds, uncertainties
2014
Persistent link: https://www.econbiz.de/10010487746
Saved in:
7
The effect of credit ratings on credit default swap spreads and credit spreads
Daniels, Kenneth N.
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491575
Saved in:
8
Sequential monitoring of the statistical properties of the univariate affine diffusion with application to interest
Schmid, Wolfgang
(
contributor
); …
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491667
Saved in:
9
Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
Saved in:
10
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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