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Zinsstruktur
Volatility
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Rudebusch, Glenn D.
105
Christensen, Jens H. E.
66
Akram, Tanweer
63
Favero, Carlo A.
53
Bekaert, Geert
51
Wright, Jonathan H.
50
Diebold, Francis X.
48
Wu, Jing Cynthia
47
Monfort, Alain
44
Afonso, António
43
Gollier, Christian
43
Hördahl, Peter
42
Caporale, Guglielmo Maria
41
Chernov, Mikhail
41
Chiarella, Carl
41
Hamilton, James D.
41
Krippner, Leo
41
Campbell, John Y.
39
Thornton, Daniel L.
39
Kim, Don H.
38
Renne, Jean-Paul
38
Mishkin, Frederic S.
36
Wei, Min
36
Dewachter, Hans
35
Kaminska, Iryna
35
Schlögl, Erik
35
Sarno, Lucio
33
Friedman, Benjamin M.
32
Goldstein, Robert S.
32
Lemke, Wolfgang
32
Singleton, Kenneth J.
32
Filipović, Damir
31
Joshi, Mark S.
31
Gouriéroux, Christian
30
Jarrow, Robert A.
30
Meldrum, Andrew
30
Bauer, Michael D.
29
Li, Canlin
29
Fabozzi, Frank J.
28
Guidolin, Massimo
28
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National Bureau of Economic Research
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Centre for Analytical Finance <Århus>
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Federal Reserve Bank of San Francisco
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Ekonomiska forskningsinstitutet <Stockholm>
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Erasmus Research Institute of Management
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Center for Economic Research <Tilburg>
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Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve System / Board of Governors
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NBER working paper series
270
Working paper / National Bureau of Economic Research, Inc.
239
Journal of banking & finance
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NBER Working Paper
211
The journal of fixed income
140
Discussion paper / Centre for Economic Policy Research
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Journal of international money and finance
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Working paper series / European Central Bank
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International journal of theoretical and applied finance
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Finance and economics discussion series
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Finance research letters
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ECB Working Paper
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Working paper
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Journal of money, credit and banking : JMCB
94
Economics letters
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International review of economics & finance : IREF
88
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
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Journal of economic dynamics & control
68
Working papers series / Federal Reserve Bank of San Francisco
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Discussion paper
64
Applied economics letters
62
Discussion papers / CEPR
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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
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ECONIS (ZBW)
14,454
EconStor
225
USB Cologne (EcoSocSci)
46
USB Cologne (business full texts)
41
RePEc
5
BASE
3
ArchiDok
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10
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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
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