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Schätzung
Zeitreihenanalyse
Theorie
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51
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
690
NBER working paper series
591
NBER Working Paper
547
Economics letters
468
Journal of econometrics
460
Applied economics
451
Discussion paper / Centre for Economic Policy Research
420
International journal of forecasting
370
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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CESifo working papers
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Economic modelling
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Discussion paper / Tinbergen Institute
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Europäische Hochschulschriften / 5
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The review of economics and statistics
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ECONIS (ZBW)
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1
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
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2
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
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2010
Persistent link: https://www.econbiz.de/10003947812
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The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
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2012
Persistent link: https://www.econbiz.de/10009576958
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4
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
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2015
Persistent link: https://www.econbiz.de/10011343492
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5
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
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2012
Persistent link: https://www.econbiz.de/10009667381
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6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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7
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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8
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
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9
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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10
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
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