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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Christian-Albrechts-Universität zu Kiel"
~subject:"Time series analysis"
~subject:"Yield curve"
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Time series analysis
Yield curve
Theorie
110
Theory
110
Option pricing theory
14
Optionspreistheorie
14
Estimation
13
Schätzung
13
Zeitreihenanalyse
11
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Christiansen, Charlotte
2
Demetrescu, Matei
2
Di Miscia, Orazio
2
Lux, Thomas
2
Sushko, Stepan S.
2
Busch, Thomas
1
Carstensen, Kai
1
Daniels, Kenneth N.
1
Heinrich, Markus
1
Koulikov, Dmitri
1
Leppin, Julian Sebastian
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Reitz, Stefan
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
1
Titova, Anna
1
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Centre for Analytical Finance <Århus>
Christian-Albrechts-Universität zu Kiel
National Bureau of Economic Research
164
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
54
Ekonomiska forskningsinstitutet <Stockholm>
49
European University Institute / Department of Economics
31
Umeå universitet
11
University of Exeter / Department of Economics
10
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Springer Fachmedien Wiesbaden
5
University of Strathclyde / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Birkbeck College / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Rodney L. White Center for Financial Research
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Eric Cuvillier <Firma>
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Federal Reserve System / Division of Research and Statistics
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Instituto Valenciano de Investigaciones Económicas
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International Center for Financial Asset Management and Engineering
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International Monetary Fund
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
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ECONIS (ZBW)
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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
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2
Testing the martingale restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
3
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
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4
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:
5
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
Saved in:
6
Long memory ARCH models : specification and quasi-maximum likelihood estimation
Koulikov, Dmitri
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851132
Saved in:
7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
Saved in:
8
Sources of seasonal fractional integration in macroeconomic time series
Myhre Lildholt, Peter
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001719173
Saved in:
9
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
Saved in:
10
Finite difference computation of state-prices in termstructure models : with applications to calibration and MBS analysis
Søndergaard Rasmussen, Nicki
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724266
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