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~isPartOf:"International journal of theoretical and applied finance"
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Yield curve
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International journal of theoretical and applied finance
NBER working paper series
284
Working paper / National Bureau of Economic Research, Inc.
257
NBER Working Paper
229
Journal of banking & finance
225
Journal of econometrics
187
Discussion paper / Centre for Economic Policy Research
146
The journal of fixed income
140
Economics letters
133
Journal of financial economics
122
Journal of international money and finance
121
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115
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Finance research letters
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International review of economics & finance : IREF
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79
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78
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74
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72
International review of financial analysis
71
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70
Applied financial economics
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Working papers series / Federal Reserve Bank of San Francisco
68
Applied economics letters
66
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64
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61
The journal of futures markets
60
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59
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ECONIS (ZBW)
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1
Pricing precipitation based derivatives
Carmona, René
;
Diko, Pavel
- In:
International journal of theoretical and applied finance
8
(
2005
)
7
,
pp. 959-988
Persistent link: https://www.econbiz.de/10003206788
Saved in:
2
Estimation in continuous-time stochastic volatility models using nonlinear filters
Nygaard Nielsen, Jan
;
Vestergaard, Martin
- In:
International journal of theoretical and applied finance
3
(
2000
)
2
,
pp. 279-308
Persistent link: https://www.econbiz.de/10001484701
Saved in:
3
The CARMA interest rate model
Andresen, Arne
;
Benth, Fred Espen
;
Koekebakker, Steen
; …
- In:
International journal of theoretical and applied finance
17
(
2014
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10010363925
Saved in:
4
On dynamic forward rate modeling and principal component analysis
Bermin, Hans-Peter
- In:
International journal of theoretical and applied finance
17
(
2014
)
5
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010437211
Saved in:
5
The classification of term structure shapes in the two-factor vasicek model : a total positivity approach
Keller-Ressel, Martin
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662032
Saved in:
6
Closed form solutions for quadratic and inverse quadratic term structure models
Laurence, Peter
;
Wang, Tai-Ho
- In:
International journal of theoretical and applied finance
8
(
2005
)
8
,
pp. 1059-1083
Persistent link: https://www.econbiz.de/10003280034
Saved in:
7
An infinite factor model for credit risk
Schmidt, Thorsten
- In:
International journal of theoretical and applied finance
9
(
2006
)
1
,
pp. 43-68
Persistent link: https://www.econbiz.de/10003285916
Saved in:
8
Bond market model
Baviera, Roberto
- In:
International journal of theoretical and applied finance
9
(
2006
)
4
,
pp. 577-596
Persistent link: https://www.econbiz.de/10003347391
Saved in:
9
PCA-based ex-ante forecasting of swap term structures
Blaskowitz, Olilver
;
Herwartz, Helmut
- In:
International journal of theoretical and applied finance
12
(
2009
)
4
,
pp. 465-489
Persistent link: https://www.econbiz.de/10003879073
Saved in:
10
Arbitrage smoothing in fitting a sequence of yield curves
Bekker, Paul A.
;
Bouwman, Kees E.
- In:
International journal of theoretical and applied finance
12
(
2009
)
5
,
pp. 577-588
Persistent link: https://www.econbiz.de/10003899479
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