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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
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An empirical study of the term structure of interest rates in Denmark, 1993 - 2002
Christiansen, Charlotte
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contributor
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2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001732981
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2
Cointegration and exponential-affine models of the term structure
Taulbjerg, Jes
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contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709212
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3
Conditional moment testing, term premia and affine term structural models
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709215
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4
Estimating quadratic term structure models by non-linear filtering
Taulbjerg, Jes
(
contributor
)
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2002
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001709219
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5
MCMC based estimation of term structure models
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607781
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6
On finite dimensional HJM representations
Mikkelsen, Peter
(
contributor
)
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001607785
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7
Regime switching in the yield curve
Christiansen, Charlotte
(
contributor
)
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2002
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001702287
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8
Cross-currency LIBOR market models
Mikkelsen, Peter
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contributor
)
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2001
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563858
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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
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10
Term structure of interest models : concept and estimation problem in a continuous-time setting
Di Miscia, Orazio
(
contributor
)
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2004
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[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002507013
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