//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Yield curve"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Mean-reverting no-arbitrage ad...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Yield curve
Volatility
41,064
Volatilität
40,795
Schätztheorie
36,144
Estimation theory
35,517
Theorie
25,318
Theory
24,619
Schätzung
15,873
Estimation
15,574
Zinsstruktur
14,780
Börsenkurs
10,317
Share price
10,160
Zeitreihenanalyse
8,962
Kapitaleinkommen
8,815
Time series analysis
8,805
Capital income
8,778
USA
8,154
United States
7,905
ARCH-Modell
7,225
ARCH model
7,141
Energiemarkt
6,704
Prognoseverfahren
6,561
Forecasting model
6,462
Welt
6,401
World
6,265
Aktienmarkt
6,159
Stock market
6,091
Wechselkurs
5,446
Exchange rate
5,325
Energy market
5,203
Stochastischer Prozess
4,985
Stochastic process
4,900
Optionspreistheorie
4,861
Option pricing theory
4,781
Regressionsanalyse
4,530
Regression analysis
4,511
Geldpolitik
3,904
Monetary policy
3,792
Nichtparametrisches Verfahren
3,791
Risikoprämie
3,697
more ...
less ...
Online availability
All
Free
6,007
Undetermined
2,412
Type of publication
All
Book / Working Paper
7,946
Article
6,607
Other
5
Journal
4
Type of publication (narrower categories)
All
Article in journal
6,102
Aufsatz in Zeitschrift
6,102
Graue Literatur
3,571
Non-commercial literature
3,571
Working Paper
3,546
Arbeitspapier
3,525
Aufsatz im Buch
413
Book section
413
Hochschulschrift
387
Thesis
306
Collection of articles written by one author
92
Sammlung
92
Collection of articles of several authors
51
Sammelwerk
51
Bibliografie enthalten
46
Bibliography included
46
Conference paper
40
Konferenzbeitrag
40
Konferenzschrift
30
Lehrbuch
24
Textbook
23
Aufsatzsammlung
21
Amtsdruckschrift
20
Government document
20
Forschungsbericht
18
Systematic review
17
Übersichtsarbeit
17
Conference proceedings
16
Mikroform
9
Case study
8
Fallstudie
8
Article
5
Bibliografie
5
Reprint
5
Glossar enthalten
4
Glossary included
4
Statistik
4
Statistics
3
Accompanied by computer file
2
Amtliche Publikation
2
more ...
less ...
Language
All
English
13,781
German
370
Spanish
126
French
123
Undetermined
77
Portuguese
31
Italian
20
Polish
10
Dutch
9
Danish
6
Hungarian
5
Norwegian
5
Czech
2
Finnish
2
Croatian
2
Korean
1
Romanian
1
Russian
1
Turkish
1
more ...
less ...
Author
All
Rudebusch, Glenn D.
107
Christensen, Jens H. E.
66
Akram, Tanweer
63
Favero, Carlo A.
55
Bekaert, Geert
51
Diebold, Francis X.
49
Wright, Jonathan H.
48
Wu, Jing Cynthia
47
Afonso, António
44
Monfort, Alain
44
Chiarella, Carl
42
Krippner, Leo
42
Hamilton, James D.
41
Chernov, Mikhail
40
Campbell, John Y.
39
Caporale, Guglielmo Maria
39
Renne, Jean-Paul
38
Thornton, Daniel L.
38
Hördahl, Peter
37
Kim, Don H.
37
Kaminska, Iryna
36
Mishkin, Frederic S.
36
Wei, Min
36
Gollier, Christian
35
Schlögl, Erik
35
Dewachter, Hans
34
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Lemke, Wolfgang
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Li, Canlin
29
Fabozzi, Frank J.
28
Iania, Leonardo
28
more ...
less ...
Institution
All
National Bureau of Economic Research
274
Centre for Analytical Finance <Århus>
13
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Federal Reserve Bank of San Francisco
12
Ekonomiska forskningsinstitutet <Stockholm>
10
International Monetary Fund
9
Federal Reserve Bank of St. Louis
8
University of Exeter / Department of Economics
7
Banque de France / Direction des Etudes Economiques et de la Recherche
6
Federal Reserve Bank of Cleveland
5
Rodney L. White Center for Financial Research
5
World Bank
5
Banco Central do Brasil
4
Federal Reserve Bank of New York
4
Federal Reserve System / Division of Research and Statistics
4
Internationaler Währungsfonds / European Department <1>
4
Springer Fachmedien Wiesbaden
4
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
4
Deutsche Forschungsgemeinschaft
3
EconWPA
3
Erasmus Research Institute of Management
3
Europäische Zentralbank
3
HAL
3
Innocenzo Gasparini Institute for Economic Research <Mailand>
3
International Center for Financial Asset Management and Engineering
3
Internationaler Währungsfonds
3
Internationaler Währungsfonds / Research Department
3
Internationaler Währungsfonds / Western Hemisphere Department
3
OECD
3
Reserve Bank of New Zealand
3
Tinbergen Instituut
3
University of York / Department of Economics and Related Studies
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bank of Canada
2
Bank of England / Economics Division
2
C.E.P.R. Discussion Papers
2
Center for Economic Analysis <Boulder, Colo.>
2
Center for Economic Research <Tilburg>
2
Center for Financial Studies
2
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
2
more ...
less ...
Published in...
All
NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
237
Journal of banking & finance
221
NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
132
Journal of financial economics
120
Journal of international money and finance
119
International journal of theoretical and applied finance
111
Finance and economics discussion series
110
Working paper series / European Central Bank
109
IMF working papers
105
Finance research letters
104
Working paper
97
Journal of money, credit and banking : JMCB
94
Economics letters
92
International review of economics & finance : IREF
89
The review of financial studies
85
Applied economics
83
The journal of finance : the journal of the American Finance Association
77
Journal of monetary economics
76
Economic modelling
73
Journal of empirical finance
72
International review of financial analysis
69
Mathematical finance : an international journal of mathematics, statistics and financial theory
69
Applied financial economics
68
Journal of economic dynamics & control
68
Working papers series / Federal Reserve Bank of San Francisco
68
Discussion paper
63
Applied economics letters
62
Discussion papers / CEPR
62
ECB Working Paper
61
Journal of financial and quantitative analysis : JFQA
61
CESifo working papers
59
Journal of international financial markets, institutions & money
59
The journal of futures markets
59
The North American journal of economics and finance : a journal of financial economics studies
56
Staff reports / Federal Reserve Bank of New York
53
Finance and stochastics
51
IMF working paper
51
more ...
less ...
Source
All
ECONIS (ZBW)
14,438
RePEc
91
EconStor
26
BASE
5
Other ZBW resources
2
Showing
1
-
10
of
14,562
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation of affine term structure models with spanned or unspanned stochastic
volatility
Creal, Drew
;
Wu, Jing Cynthia
-
2014
Persistent link: https://www.econbiz.de/10010360896
Saved in:
2
Mean-reverting additive energy forward curves in a Heath-Jarrow-Morton framework
Benth, Fred Espen
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 543-577
Persistent link: https://www.econbiz.de/10012055877
Saved in:
3
Arbitrary initial term structure within the CIR model : a perturbative solution
Mari, Carlo
;
Renò, Roberto
- In:
Applied mathematical finance
13
(
2006
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10003331421
Saved in:
4
Arbitrary initial term structure within the CIR model : a perturbative solution
Mari, Carlo
;
Renò, Roberto
-
2003
Persistent link: https://www.econbiz.de/10001763605
Saved in:
5
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
-
2015
Persistent link: https://www.econbiz.de/10011344233
Saved in:
6
Application of maximum likelihood estimation to stochastic short rate models
Fergusson, Kevin
;
Platen, Eckhard
- In:
Annals of financial economics
10
(
2015
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10011408524
Saved in:
7
Equilibrium interest rate models for the Indian Government security market
Chaudhuri, Sunrita
;
Pandey, Alok
- In:
International Journal of Financial Markets and …
10
(
2024
)
1
,
pp. 70-86
Persistent link: https://www.econbiz.de/10015064463
Saved in:
8
A note on maximum likelihood estimation of the rational expectations model of the term structure
Sargent, Thomas J.
-
1978
Persistent link: https://www.econbiz.de/10000703080
Saved in:
9
Improved estimation strategy in multi-factor Vasicek model
Ahmed, S. Ejaz
;
Nkurunziza, Sévérien
;
Liu, Shuangzhe
- In:
Statistical inference, econometric analysis and matrix …
,
(pp. 255-270)
.
2009
Persistent link: https://www.econbiz.de/10003781036
Saved in:
10
Bayesian versus maximum likelihood estimation of term structure models driven by latent diffusions
Frühwirth, Manfred
;
Schneider, Paul
;
Sögner, Leopold
- In:
Operations research proceedings 2005 : selected papers …
,
(pp. 507-512)
.
2006
Persistent link: https://www.econbiz.de/10003347723
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->