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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732756
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Filtering equity risk premia from derivative prices
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - 2001
Persistent link: https://www.econbiz.de/10001732811
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Estimation in models of the instantaneous short term interest rate by use of a dynamic Bayesian algorithm
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - In: Advances in finance and stochastics : essays in honour …, (pp. 177-195). 2002
Persistent link: https://www.econbiz.de/10001672233
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Inferring the forward looking equity risk premium from derivative price
Bhar, Ramaprasad (contributor); Chiarella, Carl (contributor) - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 1
Persistent link: https://www.econbiz.de/10002651459
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Inferring the forward looking equity risk premium from derivative price
Bhar, Ramaprasad; Chiarella, Carl; Runggaldier, Wolfgang J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 1
Persistent link: https://www.econbiz.de/10009949803