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Exact local whittle estimation of fractionally cointegrated systems
Shimotsu, Katsumi (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901946
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Continuous time modelling based on an exact discrete time representation
Chambers, Marcus J.; MacCrorie, J. Roderick; Thornton, … - University of Essex / Department of Economics - 2017
Persistent link: https://www.econbiz.de/10013162724
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Gaussian semiparametric estimation of multivariate fractionally integrated processes
Shimotsu, Katsumi (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001901392
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Monetary discretion, pricing complementarity, and dynamic multiple equilibria
King, Robert G. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002115480
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Endogenous interest rate dynamics in asset markets
Reiß, Oliver (contributor); Schoenmakers, John (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593794
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Should optimal discretionary monetary policy look at money?
Dotsey, Michael (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001717038
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The pitfalls of monetary discretion
Khan, Aubhik (contributor); King, Robert G. (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001621866
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Real implications of the zero bound on nominal interest rates
Wolman, Alexander L. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001886372
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Lognormal random field approximations to LIBOR market models
Kurbanmuradov, O. (contributor); Sabelfeld, K. (contributor) - 1999 - [Elektronische Ressource]
We study several approximations for the LIBOR market models presented in Brace, Gatarek, Musiela (1997), Jamshidian (1997) and Schoenmakers, Coffey (1999). Special attention is payed to log-normal approximations and their simulation by using direct simulation methods for log-normal random...
Persistent link: https://www.econbiz.de/10001544522
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Efficient computation of option price sensitivities using homogeneity and other tricks
Reiß, Oliver (contributor); Wystup, Uwe (contributor) - 2000 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001544528