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~subject:"Zinsstruktur"
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Zinsstruktur
Theorie
332
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327
Volatility
90
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89
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64
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64
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63
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English
41
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Chiarella, Carl
41
Bhar, Ramaprasad
8
Nikitopoulos, Christina Sklibosios
6
Kwon, Oh Kang
5
Chege Maina, Samuel
3
Fanelli, Viviana
3
Hassan, Nadima el
3
Hsiao, Chih-ying
3
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3
Tô, Thuy-duong
3
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2
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2
Maina, Samuel Chege
2
Schlögl, Erik
2
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2
Beyna, Ingo
1
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1
De Fonseca, José
1
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1
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1
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Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
8
Asia-Pacific financial markets
3
Research paper / Quantitative Finance Research Group, University of Technology Sydney
3
International journal of theoretical and applied finance
2
The European journal of finance
2
Advances in Pacific Basin financial markets
1
European journal of operational research : EJOR
1
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1
Financial engineering and the Japanese markets
1
Insurance / Mathematics & economics
1
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1
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1
Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
1
Review of derivatives research
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ECONIS (ZBW)
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Heterogeneous expectations and exchange rate dynamics
Chiarella, Carl
;
He, Xue-zhong
;
Zheng, Min
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 392-419
Persistent link: https://www.econbiz.de/10010243607
Saved in:
2
Transformation of Heath-Jarrow-Morton models to Markovian systems
Bhar, Ramaprasad
;
Chiarella, Carl
-
1995
Persistent link: https://www.econbiz.de/10000951349
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
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
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