Narrow search
Showing 1 - 5 of 5
Cover Image
The dynamics of the forward interest rate curve : a formulation with state variables
Jong, Frank de; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 131-157
Persistent link: https://www.econbiz.de/10001436356
Cover Image
Pseudo market timing : a reappraisal
Dahlquist, Magnus; Jong, Frank de - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 547-579
Persistent link: https://www.econbiz.de/10003757565
Cover Image
The dividend term structure
Kragt, Jac; Jong, Frank de; Driessen, Joost - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 3, pp. 829-867
Persistent link: https://www.econbiz.de/10012195621
Cover Image
The Dynamics of the Forward Interest Rate Curve: A Formulation with State Variables
Jong, Frank de; Santa-Clara, Pedro - In: Journal of financial and quantitative analysis : JFQA 34 (1999) 1, pp. 131
Persistent link: https://www.econbiz.de/10006699714
Cover Image
Pseudo Market Timing: A Reappraisal
Dahlquist, Magnus; Jong, Frank de - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 3, pp. 547-580
Persistent link: https://www.econbiz.de/10008107068