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~institution:"Centre for Analytical Finance <Århus>"
~subject:"Börsenkurs"
~subject:"Yield curve"
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Börsenkurs
Yield curve
Theorie
70
Theory
70
Option pricing theory
14
Optionspreistheorie
14
Zinsstruktur
11
Stochastic process
10
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7
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Kointegration
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13
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English
13
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Mikkelsen, Peter
3
Taulbjerg, Jes
3
Di Miscia, Orazio
2
Bechmann, Ken L.
1
Christiansen, Charlotte
1
Daniels, Kenneth N.
1
Engsted, Tom
1
Schmid, Wolfgang
1
Shin Jensen, Malene
1
Tanggaard, Carsten
1
Tzotchev, Dobromir
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Centre for Analytical Finance <Århus>
National Bureau of Economic Research
314
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
17
Birkbeck College / Department of Economics
9
Rodney L. White Center for Financial Research
9
University of Exeter / Department of Economics
8
Centre for Economic Policy Research
6
Federal Reserve Bank of San Francisco
5
Federal Reserve System / Division of Research and Statistics
5
Australian National University / Faculty of Economics and Commerce
4
Banque de France / Direction des Etudes Economiques et de la Recherche
4
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Deutsche Forschungsgemeinschaft
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Ecole des hautes études commerciales <Lausanne> / Département d'économétrie et d'économie politique
4
Erasmus Research Institute of Management
4
Federal Reserve System / Board of Governors
4
Goethe-Universität Frankfurt am Main
4
International Monetary Fund
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Universität Mannheim
4
Universität Zürich / Institut für Schweizerisches Bankwesen
4
Center for Economic Research <Tilburg>
3
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
3
Christian-Albrechts-Universität zu Kiel
3
Institut for Finansiering <Frederiksberg>
3
Institut für Höhere Studien
3
Institut für Statistik und Mathematische Wirtschaftstheorie <Augsburg>
3
International Center for Financial Asset Management and Engineering
3
Kansantaloustieteen Laitos <Tampere>
3
Sonderforschungsbereich 303 - Information und die Koordination Wirtschaftlicher Aktivitäten, Universität Bonn
3
Sonderforschungsbereich 303 Information und die Koordination wirtschaftlicher Aktivitäten, Universität Bonn
3
The Wharton Financial Institutions Center
3
University of Chicago / Center for Research in Security Prices
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
American Finance Association
2
European University Institute / Department of Economics
2
Federal Reserve Bank of New York
2
Goethe-Universität Frankfurt am Main / Institut für Kapitalmarktforschung
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
13
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ECONIS (ZBW)
13
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Speculative bubbles in stock prices? : Tests based on the price-dividend ratio
Engsted, Tom
(
contributor
);
Tanggaard, Carsten
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001998442
Saved in:
2
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:
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
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6
Short tales, price pressure, and the stock price response to convertible bond calls
Bechmann, Ken L.
(
contributor
)
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001851134
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7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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8
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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9
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:
10
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
-
2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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