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~institution:"Centre for Analytical Finance <Århus>"
~institution:"Umeå Universitet / Institutionen för Nationalekonomi"
~subject:"Time series analysis"
~subject:"Yield curve"
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Time series analysis
Yield curve
Theorie
124
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124
Option pricing theory
14
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14
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12
Estimation
11
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English
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Hellström, Jörgen
3
Mikkelsen, Peter
3
Taulbjerg, Jes
3
Brännäs, Kurt
2
Christiansen, Charlotte
2
Di Miscia, Orazio
2
Nordström, Jonas
2
Busch, Thomas
1
Daniels, Kenneth N.
1
DeLuna, Xavier
1
Koulikov, Dmitri
1
Myhre Lildholt, Peter
1
Rahbek, Anders
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Søndergaard Rasmussen, Nicki
1
Tolver Jensen, Søren
1
Tzotchev, Dobromir
1
Westerberg, Thomas
1
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Centre for Analytical Finance <Århus>
Umeå Universitet / Institutionen för Nationalekonomi
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
Banque de France / Direction des Etudes Economiques et de la Recherche
5
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
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London School of Economics and Political Science
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Springer Fachmedien Wiesbaden
5
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4
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4
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3
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3
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Institute of Finance and Accounting <London>
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Instituto Valenciano de Investigaciones Económicas
3
International Center for Financial Asset Management and Engineering
3
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
17
Umeå economic studies
6
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ECONIS (ZBW)
23
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1
Generalized integer-valued autoregression
Brännäs, Kurt
;
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001398529
Saved in:
2
A new approach to modelling and forecasting monthly guest nights in hotels
Brännäs, Kurt
;
Hellström, Jörgen
;
Nordström, Jonas
-
1999
Persistent link: https://www.econbiz.de/10001398533
Saved in:
3
Count data autoregression modelling
Hellström, Jörgen
-
1999
Persistent link: https://www.econbiz.de/10001372883
Saved in:
4
Tourism and travel : accounts, demand and forecasts
Nordström, Jonas
-
1999
Persistent link: https://www.econbiz.de/10001372885
Saved in:
5
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
Saved in:
6
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
Saved in:
7
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
Saved in:
8
Non-stationary and no moments asymptotics for the ARCH model
Tolver Jensen, Søren
(
contributor
); …
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709225
Saved in:
9
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
Saved in:
10
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
Saved in:
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