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Understanding and managing interest rate risks
Chen, Ren-Raw - 1996
Persistent link: https://www.econbiz.de/10000620475
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New methods for the arbitrage pricing theory and the present value model
Mei, Jianping - 1994
Persistent link: https://www.econbiz.de/10000425981
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On an underestimation of the return rate of the sphare in the APT model
Kowgier, Henryk - In: Baltic Business and Socio-Economic Development 2008 : …, (pp. 275-288). 2009
Persistent link: https://www.econbiz.de/10009579146
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Econometric issues related to errors in variables in financial models
Maddala, Gangadharrao S. - In: Econometrics and economic theory in the 20th century : …, (pp. 414-432). 1998
Persistent link: https://www.econbiz.de/10001548940
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The estimation of multiple factor models and their applications : the Swiss equity market
Beckers, Stan - In: Finanzmarkt und Portfolio-Management 7 (1993) 1, pp. 24-45
Persistent link: https://www.econbiz.de/10001219062
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Essays on the arbitrage pricing theory and wavelet analysis
Kiermeier, Michaela - 1998
Persistent link: https://www.econbiz.de/10000994761
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Higher order forward rate agreements and the smoothness of the term structure
Jaschke, Stefan R. - 1999
Persistent link: https://www.econbiz.de/10001377676
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Estimating the arbitrage pricing theory with observed macro factors
Elder, John - In: Economics letters 55 (1997) 2, pp. 241-246
Persistent link: https://www.econbiz.de/10001227342
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Arbitrage bounds for the term structure of interest rates
Jaschke, Stefan R. - In: Finance and stochastics 2 (1998) 1, pp. 29-40
Persistent link: https://www.econbiz.de/10001230161
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Theory and calibration of HJM with shape factors
Roncoroni, Andrea; Guiotto, Paolo - In: Mathematical finance - Bachelier Congress, 2000 : …, (pp. 407-426). 2002
Persistent link: https://www.econbiz.de/10001679463