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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Federal Reserve System / Division of Research and Statistics"
~language:"ara"
~language:"eng"
~subject:"Kapitaleinkommen"
~subject:"Markov chain"
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ECONIS (ZBW)
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Measuring the social return to R&D
Jones, Charles I.
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1997
Persistent link: https://www.econbiz.de/10000961486
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Proxying for expected returns with price earnings ratios
Strunk Hansen, Charlotte
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491493
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Estimation of continuous-time interest rate models : a nonparametric approach
Di Miscia, Orazio
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contributor
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002506978
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Regime switching in the yield curve
Christiansen, Charlotte
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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On time-reversibility and estimating functions for Markov processes
Kessler, Mathieu
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contributor
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001690055
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MCMC based estimation of term structure models
Mikkelsen, Peter
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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Classification of Markov chains on Rk
Hansen, Niels Richard
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contributor
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2000
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001543227
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Stock market fluctuations and the term structure
Zhou, Chunsheng
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1996
Persistent link: https://www.econbiz.de/10000930617
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Forecasting long- and short-horizon stock returns in a unified framework
Zhou, Chunsheng
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1996
Persistent link: https://www.econbiz.de/10000931475
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The NIG-S&ARCH model : a fat tailed, stochastic, and autoregressive conditional heteroskedastic volatility model
Jensen, Morten Berg
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contributor
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Lunde, Asger
(
contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563855
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