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~person:"Chiarella, Carl"
~person:"Friedman, Benjamin M."
~person:"Lewbel, Arthur"
~person:"Phillips, Peter C. B."
~subject:"Zinsstruktur"
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Chiarella, Carl
Friedman, Benjamin M.
Lewbel, Arthur
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Rudebusch, Glenn D.
56
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ECONIS (ZBW)
44
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1
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
2
The estimation of the Heath-Jarrow-Morton model by use of Kalman filtering techniques
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951350
Saved in:
3
Estimating the term structure of volatility in futures yield : a maximum likelihood approach
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951352
Saved in:
4
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
;
Hassan, Nadima el
-
1996
Persistent link: https://www.econbiz.de/10000955777
Saved in:
5
Construction of zero-coupon yield curve from coupon bond yield using Australian data
Bhar, Ramaprasad
;
Chiarella, Carl
-
1996
Persistent link: https://www.econbiz.de/10000985675
Saved in:
6
Evaluation of derivative security prices in the Heath Jarrow-Morton framework as path integrals using fast fourier transform techniques
Chiarella, Carl
;
Hassan, Nadima el
-
1997
Persistent link: https://www.econbiz.de/10000985681
Saved in:
7
Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
-
1991
Persistent link: https://www.econbiz.de/10000823425
Saved in:
8
Why does the paper-bill spread predict real economic activity?
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
-
1991
-
Rev
Persistent link: https://www.econbiz.de/10000825530
Saved in:
9
A preference free partial differential equation for the term structure of interest rates
Chiarella, Carl
- In:
Financial engineering and the Japanese markets
3
(
1996
)
3
,
pp. 217-238
Persistent link: https://www.econbiz.de/10001215396
Saved in:
10
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
- In:
The European journal of finance
3
(
1997
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10001219148
Saved in:
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