Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~institution:"Tinbergen Institute"
~person:"Koopman, Siem Jan"
~person:"Minford, Patrick"
~person:"Vorst, Ton"
~subject:"Jarrow-Lando-Turnbull model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
MEDEA: a DSGE model for the Sp...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Jarrow-Lando-Turnbull model
Kalman filter
4
Band-pass filter
2
Unobserved components time series model
2
Asymmetric business cycles
1
Autoregressive fractionally integrated moving average model
1
Bandpass filter
1
Bivariate smoothing
1
Coincident indicator
1
Common trends and cycles
1
Cyclical convergence
1
Diffuse likelihood
1
Dynamic factor model
1
Fama-French model
1
Frequency domain estimation
1
Generalised autoregressive conditional heteroskedasticity model
1
Geo-statistics
1
Importance sampling
1
Leading indicator
1
Long memory process
1
Marginal likelihood
1
Markov chain Monte Carlo
1
Missing observations
1
Monte Carlo likelihood
1
Multivariate time series models
1
Non-linear state space models
1
Nonlinear state space models
1
Periodic autoregressive model
1
Phase shift
1
Phase shifts
1
Profile likelihood
1
Revisions
1
Seasonal interaction
1
Smoothing spline model
1
State space methods
1
Stochastic volatility
1
Trend-cycle decomposition
1
Unobserved Components
1
Unobserved components
1
Unobserved components time series models
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Koopman, Siem Jan
Minford, Patrick
Vorst, Ton
Houweling, Patrick
1
Mentink, Albert
1
Institution
All
Tinbergen Institute
Tinbergen Instituut
1
Published in...
All
Tinbergen Institute Discussion Papers
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Valuing Euro Rating-Triggered Step-Up Telecom Bonds
Houweling, Patrick
;
Mentink, Albert
;
Vorst, Ton
-
Tinbergen Institute
-
2003
We value rating-triggered step-up bonds with three methods: (i) the Jarrow, Lando and
Persistent link: https://www.econbiz.de/10005209470
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
