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81
Schätzung von Zinsstrukturen für den SFr.-Kapitalmarkt unter Berücksichtigung von Friktionen
Tobler, Jürg
-
1996
Persistent link: https://www.econbiz.de/10013418022
Saved in:
82
Die Erwartungstheorie der
Zinsstruktur
, Geldpolitik und zeitvariable Risikoprämien : eine empirische Analyse des Euro-DM-Geldmarktes
Wasmund, Jörn
-
1999
Persistent link: https://www.econbiz.de/10001367087
Saved in:
83
Barrier-dependent structural models of default risk
Breitkopf, Nikolas
-
2013
-
1. Aufl.
Persistent link: https://www.econbiz.de/10009790786
Saved in:
84
A computational analysis of the tradeoff in the
estimation
of different state space specifications of continuous time affine term structure models
Juneja, Januj Amar
- In:
Computational economics
60
(
2022
)
1
,
pp. 173-220
Persistent link: https://www.econbiz.de/10013262506
Saved in:
85
The small sample properties of tests of the expectations hypothesis : a Monte Carlo investigation
Garganas, Eugenie
;
Hall, Stephen G.
- In:
International journal of finance & economics : IJFE
16
(
2011
)
2
,
pp. 152-171
Persistent link: https://www.econbiz.de/10009159751
Saved in:
86
Term structure
estimation
in the presence of autocorrelation
Juneja, Januj
- In:
The North American journal of economics and finance : a …
28
(
2014
),
pp. 119-129
Persistent link: https://www.econbiz.de/10010461168
Saved in:
87
How do invariant transformations affect the calibration and optimization of the Kalman filtering algorithm used in the
estimation
of continuous-time affine term structure models?
Juneja, Januj Amar
- In:
Computational management science
18
(
2021
)
1
,
pp. 73-97
Persistent link: https://www.econbiz.de/10012487048
Saved in:
88
Value-at-risk
estimation
with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
89
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
- In:
Journal of money, credit and banking : JMCB
38
(
2006
)
2
,
pp. 511-542
Persistent link: https://www.econbiz.de/10003311678
Saved in:
90
Tests of the expectations hypothesis : resolving the Campbell-Shiller paradox
Thornton, Daniel L.
(
contributor
)
-
2003
-
[Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001982928
Saved in:
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