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~isPartOf:"International journal of theoretical and applied finance"
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Yield curve
111
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111
Theorie
53
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41
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41
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Rebonato, Riccardo
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International journal of theoretical and applied finance
NBER working paper series
286
Working paper / National Bureau of Economic Research, Inc.
252
Journal of banking & finance
232
NBER Working Paper
226
Discussion paper / Centre for Economic Policy Research
155
Finance research letters
153
Economic modelling
150
Economics letters
149
The journal of fixed income
140
Discussion paper / Tinbergen Institute
132
Journal of international money and finance
130
Finance and economics discussion series
129
Working paper
129
Working paper series / European Central Bank
126
Journal of financial economics
121
International review of economics & finance : IREF
117
Applied economics
115
IMF working papers
115
Journal of econometrics
109
Journal of economic dynamics & control
109
ECB Working Paper
100
Journal of money, credit and banking : JMCB
98
Applied economics letters
93
International journal of forecasting
91
International review of financial analysis
89
Journal of empirical finance
88
The North American journal of economics and finance : a journal of financial economics studies
87
The review of financial studies
86
Journal of monetary economics
85
Discussion paper
79
The journal of finance : the journal of the American Finance Association
78
CESifo working papers
77
Applied financial economics
76
Journal of forecasting
75
Energy economics
74
Working papers series / Federal Reserve Bank of San Francisco
74
Discussion papers / CEPR
71
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
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ECONIS (ZBW)
118
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1
Identification of affine term structures from yield curve data
Aihara, Shin Ichi
;
Bagchi, Arunabha
- In:
International journal of theoretical and applied finance
13
(
2010
)
2
,
pp. 259-283
Persistent link: https://www.econbiz.de/10008860397
Saved in:
2
Calibration of the uni-variate Cox-Ingersoll-Ross model and parameters selection through the Kullback-Leibler divergence
Dang-Nguyen, Stephane
;
Le Caillec, Jean-Marc
;
Hillion, Alain
- In:
International journal of theoretical and applied finance
17
(
2014
)
6
,
pp. 1-22
Persistent link: https://www.econbiz.de/10010438521
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
On finite dimensional realizations for the term structure of futures prices
Björk, Tomas
;
Blix, Magnus
;
Landén, Camilla
- In:
International journal of theoretical and applied finance
9
(
2006
)
3
,
pp. 281-314
Persistent link: https://www.econbiz.de/10003344282
Saved in:
7
Wavelet optimized valuation of financial derivatives
Wiart, B. Carton de
;
Dempster, Michael A. H.
- In:
International journal of theoretical and applied finance
14
(
2011
)
7
,
pp. 1113-1137
Persistent link: https://www.econbiz.de/10009407662
Saved in:
8
Estimating the fractal dimension of the S&P 500 index using wavelet analysis
Bayraktar, Erhan
;
Poor, H.Vincent
;
Sircar, Kaushik Ronnie
- In:
International journal of theoretical and applied finance
7
(
2004
)
5
,
pp. 615-643
Persistent link: https://www.econbiz.de/10002171489
Saved in:
9
Interrelationships among international stock market indices : Europe, Asia and the Americas
Sharkasi, Adel
;
Ruskin, Heather J.
;
Crane, Martin
- In:
International journal of theoretical and applied finance
8
(
2005
)
5
,
pp. 603-622
Persistent link: https://www.econbiz.de/10003058630
Saved in:
10
Calibration of multifactor models in electricity markets
Barlow, Martin
;
Gusev, Yuri
;
Lai, Manpo
- In:
International journal of theoretical and applied finance
7
(
2004
)
2
,
pp. 101-120
Persistent link: https://www.econbiz.de/10002021476
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