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Pricing by "no arbitrage"
Jensen, Bjarne Astrup; Aase Nielsen, Jørgen - 1995
Persistent link: https://www.econbiz.de/10000908728
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Alternative approaches to estimation and inference in large multifactor panels : small sample results with an application to modelling of asset returns
Kapetanios, George (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10002808264
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Regime switching in the Yield curve
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721442
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Yield curve estimation by kernel smoothing methods
Linton, Oliver (contributor) - 1999
Persistent link: https://www.econbiz.de/10001453868
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Revisiting the shape of the yield curve : the effect of interest rate volatility
Christiansen, Charlotte; Lund, Jesper - 2002
Persistent link: https://www.econbiz.de/10001683214
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Evaluating density forecasts with an application to stock market returns
Raaij, Gabriela de; Raunig, Burkhard - 2002
Persistent link: https://www.econbiz.de/10001650402
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Arbitrage and optimal portfolio choice with financial constraints
Elsinger, Helmut; Summer, Martin - 2001
Persistent link: https://www.econbiz.de/10001609824
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Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard; Bollerslev, Tim; Mikkelsen, Hans Ole Æ. - 1994 - current version
Persistent link: https://www.econbiz.de/10000891757
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Estimating the risk premium in a multi-sector stochastic endogenous growth model
Jakobsen, Jan Bo; Podivinsky, Jan M. - 1993
Persistent link: https://www.econbiz.de/10000894314
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GMM estimation of ARFIMA processes : an alternative approach and a SUR extension
Mikkelsen, Hans Ole Æ. - 1994
Persistent link: https://www.econbiz.de/10000896212