//--> //--> //--> //-->
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
~isPartOf:"Economic modelling"
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
Heat kernel interest rate mode...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
106
Theory
106
Interest rate
102
Zins
102
Stochastic process
81
Stochastischer Prozess
81
Estimation
80
Markov chain
80
Markov-Kette
80
Schätzung
80
Yield curve
73
Zinsstruktur
73
Volatility
56
Volatilität
55
Geldpolitik
54
Monetary policy
54
Option pricing theory
49
Optionspreistheorie
49
Time series analysis
34
Zeitreihenanalyse
34
USA
33
United States
33
Welt
28
World
28
EU countries
27
EU-Staaten
27
Public bond
24
Öffentliche Anleihe
24
Business cycle
23
Konjunktur
23
Euro area
22
Eurozone
22
Geldpolitische Transmission
22
Monetary transmission
22
Börsenkurs
21
Share price
21
ARCH model
20
ARCH-Modell
20
Capital income
20
Kapitaleinkommen
20
more ...
less ...
Online availability
All
Undetermined
145
Free
3
Type of publication
All
Article
326
Type of publication (narrower categories)
All
Article in journal
326
Aufsatz in Zeitschrift
326
Conference paper
4
Konferenzbeitrag
4
Language
All
English
326
Author
All
Siu, Tak Kuen
5
Chen, Shyh-Wei
4
Dufrénot, Gilles
4
Shen, Chung-hua
4
Shen, Yang
4
Yoon, Gawon
4
Li, Hongyi
3
Li, Shenghong
3
Xiao, Wei-lin
3
Agnello, Luca
2
Andrieş, Alin Marius
2
Balcilar, Mehmet
2
Beqiraj, Elton
2
Berisha, Edmond
2
Bilgili, Faik
2
Brooks, Chris
2
Chang, Chuen-ping
2
Chang, Hsu-Ling
2
Chen, Si
2
Crespo Cuaresma, Jesús
2
Doğan, İbrahim
2
Fan, Kun
2
Feng, Yun
2
Goutte, Stéphane
2
Gupta, Rangan
2
Hainaut, Donatien
2
Hammoudeh, Shawkat
2
Iglesias, Emma M.
2
Ihnatov, Iulian
2
Karul, Cagin
2
Kaya, Huseyin
2
Kit, Pong Wong
2
Li, Yong
2
Lin, Shih-kuei
2
Lucchetti, Riccardo
2
Martínez-García, Enrique
2
Meszaros, John
2
Nazlıoğlu, Şaban
2
Papadamou, Stephanos
2
Prigent, Jean-Luc
2
more ...
less ...
Published in...
All
Economic modelling
European journal of operational research : EJOR
907
NBER working paper series
696
International journal of theoretical and applied finance
678
Working paper / National Bureau of Economic Research, Inc.
638
Journal of banking & finance
584
NBER Working Paper
578
Journal of econometrics
407
Insurance / Mathematics & economics
405
Journal of economic dynamics & control
403
Finance and stochastics
371
Discussion paper / Centre for Economic Policy Research
355
Mathematical finance : an international journal of mathematics, statistics and financial theory
355
Economics letters
354
The journal of futures markets
347
Applied economics
326
Working paper
323
Finance research letters
311
Applied mathematical finance
309
Quantitative finance
295
The journal of computational finance
282
Discussion paper / Tinbergen Institute
273
Operations research letters
258
IMF working papers
257
Journal of money, credit and banking : JMCB
249
Journal of international money and finance
243
The journal of derivatives : the official publication of the International Association of Financial Engineers
241
Operations research
235
Working paper series / European Central Bank
234
International journal of production research
232
Mathematics of operations research
230
Finance and economics discussion series
229
Journal of financial economics
228
Risks : open access journal
227
Computers & operations research : and their applications to problems of world concern ; an international journal
225
Applied economics letters
223
International review of economics & finance : IREF
219
ECB Working Paper
218
Computational economics
216
Energy economics
202
more ...
less ...
Source
All
ECONIS (ZBW)
326
Showing
1
-
10
of
326
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A fractal version of the Hull-White interest rate model
Hainaut, Donatien
- In:
Economic modelling
31
(
2013
),
pp. 323-334
Persistent link: https://www.econbiz.de/10009729087
Saved in:
2
Pricing bond options under a Markovian regime-switching Hull-White model
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
30
(
2013
),
pp. 933-940
Persistent link: https://www.econbiz.de/10009710001
Saved in:
3
Asset allocation under stochastic interest rate with regime switching
Shen, Yang
;
Siu, Tak Kuen
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1126-1136
Persistent link: https://www.econbiz.de/10009667429
Saved in:
4
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
5
Analyses of retirement benefits with options
Lin, Chung-gee
;
Yang, Wei-ning
;
Chen, Shu-chuan
- In:
Economic modelling
36
(
2014
),
pp. 130-135
Persistent link: https://www.econbiz.de/10010412430
Saved in:
6
Reducible diffusions with time-varying transformations with application to short-term interest rates
Bu, Ruijun
;
Cheng, Jie
;
Hadri, Kaddour
- In:
Economic modelling
52
(
2016
),
pp. 266-277
Persistent link: https://www.econbiz.de/10011645653
Saved in:
7
Long-term investment with stochastic interest and inflation rates : the need for inflation-indexed bonds
Mkaouar, Farid
;
Prigent, Jean-Luc
;
Abid, Ilyes
- In:
Economic modelling
67
(
2017
),
pp. 228-247
Persistent link: https://www.econbiz.de/10011813816
Saved in:
8
Inflation regimes in the US term structure of inetrest rates
Tillmann, Peter
- In:
Economic modelling
24
(
2007
)
2
,
pp. 203-223
Persistent link: https://www.econbiz.de/10003415656
Saved in:
9
Markov switching regimes in a monetary exchange rate model
Frömmel, Michael
;
MacDonald, Ronald
;
Menkhoff, Lukas
- In:
Economic modelling
22
(
2005
)
3
,
pp. 485-502
Persistent link: https://www.econbiz.de/10002770119
Saved in:
10
A dynamic Nelson-Siegel yield curve model with Markov switching
Levant, Jared
;
Ma, Jun
- In:
Economic modelling
67
(
2017
),
pp. 73-87
Persistent link: https://www.econbiz.de/10011813779
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->