Term Structure Modeling and Estimation in a State Space Framework
Na minha lista:
Autor principal: | Lemke, Wolfgang |
---|---|
Autor Corporativo: | SpringerLink (Online service) |
Outros Autores: | Bundesbank, Deutsche |
Formato: | Recurso Electrónico livro electrónico |
Idioma: | inglês |
Publicado em: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2006.
|
Colecção: | Lecture Notes in Economics and Mathematical Systems,
565 |
Assuntos: | |
Acesso em linha: | http://dx.doi.org/10.1007/3-540-28344-7 |
Tags: |
Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!
|
Registos relacionados
Econometrics of Financial High-Frequency Data
Por: Hautsch, Nikolaus
Publicado em: (2012)
Por: Hautsch, Nikolaus
Publicado em: (2012)
Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
Por: Ardia, David
Publicado em: (2008)
Por: Ardia, David
Publicado em: (2008)
High Frequency Financial Econometrics Recent Developments /
Por: Bauwens, Luc
Publicado em: (2008)
Por: Bauwens, Luc
Publicado em: (2008)
Mathematical and Statistical Methods in Insurance and Finance
Por: Perna, Cira
Publicado em: (2008)
Por: Perna, Cira
Publicado em: (2008)
Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /
Por: Vialar, Thierry
Publicado em: (2009)
Por: Vialar, Thierry
Publicado em: (2009)
Productivity, Efficiency, and Economic Growth in the Asia-Pacific Region
Por: Lee, Jeong-Dong
Publicado em: (2009)
Por: Lee, Jeong-Dong
Publicado em: (2009)
Modern Econometric Analysis Surveys on Recent Developments /
Por: Hbler, Olaf
Publicado em: (2006)
Por: Hbler, Olaf
Publicado em: (2006)
Introduction to Modern Time Series Analysis
Por: Kirchgssner, Gebhard
Publicado em: (2007)
Por: Kirchgssner, Gebhard
Publicado em: (2007)
Econometric Analysis of Count Data
Por: Winkelmann, Rainer
Publicado em: (2008)
Por: Winkelmann, Rainer
Publicado em: (2008)
Modeling Income Distributions and Lorenz Curves
Por: Chotikapanich, Duangkamon
Publicado em: (2008)
Por: Chotikapanich, Duangkamon
Publicado em: (2008)
A Structural Framework for the Pricing of Corporate Securities Economic and Empirical Issues /
Por: Genser, Michael
Publicado em: (2006)
Por: Genser, Michael
Publicado em: (2006)
Analysis of Microdata
Por: Winkelmann, Rainer
Publicado em: (2006)
Por: Winkelmann, Rainer
Publicado em: (2006)
Inequality, Polarization and Poverty Advances in Distributional Analysis /
Por: Chakravarty, Satya R.
Publicado em: (2009)
Por: Chakravarty, Satya R.
Publicado em: (2009)
Macroeconomic Patterns and Stories
Por: Leamer, Edward E.
Publicado em: (2009)
Por: Leamer, Edward E.
Publicado em: (2009)
Forecasting Innovations Methods for Predicting Numbers of Patent Filings /
Por: Hingley, Peter
Publicado em: (2006)
Por: Hingley, Peter
Publicado em: (2006)
Poverty, Inequality and Development Essays in Honor of Erik Thorbecke /
Por: Janvry, Alain
Publicado em: (2006)
Por: Janvry, Alain
Publicado em: (2006)
Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /
Por: Faliva, Mario
Publicado em: (2009)
Por: Faliva, Mario
Publicado em: (2009)
Topics in Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /
Por: Faliva, Mario
Publicado em: (2006)
Por: Faliva, Mario
Publicado em: (2006)
The Econometrics of Panel Data Fundamentals and Recent Developments in Theory and Practice /
Por: Mtys, Lszl
Publicado em: (2008)
Por: Mtys, Lszl
Publicado em: (2008)
Ifo Survey Data in Business Cycle and Monetary Policy Analysis
Por: Sturm, Jan-Egbert
Publicado em: (2005)
Por: Sturm, Jan-Egbert
Publicado em: (2005)
The Basel II Risk Parameters Estimation, Validation, and Stress Testing /
Por: Engelmann, Bernd
Publicado em: (2006)
Por: Engelmann, Bernd
Publicado em: (2006)
Solutions Manual for Econometrics
Por: Baltagi, Badi H.
Publicado em: (2010)
Por: Baltagi, Badi H.
Publicado em: (2010)
Handbook of Quantitative Finance and Risk Management
Por: Lee, Cheng-Few
Publicado em: (2010)
Por: Lee, Cheng-Few
Publicado em: (2010)
Spatial Econometrics Methods and Applications /
Por: Arbia, Giuseppe
Publicado em: (2009)
Por: Arbia, Giuseppe
Publicado em: (2009)
The Basel II Risk Parameters Estimation, Validation, Stress Testing - with Applications to Loan Risk Management /
Por: Engelmann, Bernd
Publicado em: (2011)
Por: Engelmann, Bernd
Publicado em: (2011)
Pricing of Bond Options Unspanned Stochastic Volatility and Random Field Models /
Por: Repplinger, Detlef
Publicado em: (2008)
Por: Repplinger, Detlef
Publicado em: (2008)
An Introduction to Efficiency and Productivity Analysis
Por: Coelli, Timothy J.
Publicado em: (2005)
Por: Coelli, Timothy J.
Publicado em: (2005)
Bubbles and Crashes in Experimental Asset Markets
Por: Palan, Stefan
Publicado em: (2009)
Por: Palan, Stefan
Publicado em: (2009)
The Practice of Econometric Theory An Examination of the Characteristics of Econometric Computation /
Por: Renfro, Charles G.
Publicado em: (2009)
Por: Renfro, Charles G.
Publicado em: (2009)
Strategic Trading in Illiquid Markets
Por: Mnch, Burkart
Publicado em: (2005)
Por: Mnch, Burkart
Publicado em: (2005)
Market-Conform Valuation of Options
Por: Herwig, Tobias
Publicado em: (2006)
Por: Herwig, Tobias
Publicado em: (2006)
Option Pricing in Fractional Brownian Markets
Por: Rostek, Stefan
Publicado em: (2009)
Por: Rostek, Stefan
Publicado em: (2009)
Pricing Interest-Rate Derivatives A Fourier-Transform Based Approach /
Por: Bouziane, Markus
Publicado em: (2008)
Por: Bouziane, Markus
Publicado em: (2008)
Pricing of Derivatives on Mean-Reverting Assets
Por: Lutz, Bjrn
Publicado em: (2010)
Por: Lutz, Bjrn
Publicado em: (2010)
Handbook of Portfolio Construction
Por: Guerard, John B.
Publicado em: (2010)
Por: Guerard, John B.
Publicado em: (2010)
Risk Management in Credit Portfolios Concentration Risk and Basel II /
Por: Hibbeln, Martin
Publicado em: (2010)
Por: Hibbeln, Martin
Publicado em: (2010)
Financial Economics A Concise Introduction to Classical and Behavioral Finance /
Por: Hens, Thorsten
Publicado em: (2010)
Por: Hens, Thorsten
Publicado em: (2010)
Econometrics
Por: Baltagi, Badi H.
Publicado em: (2008)
Por: Baltagi, Badi H.
Publicado em: (2008)
Econometrics
Por: Baltagi, Badi H.
Publicado em: (2011)
Por: Baltagi, Badi H.
Publicado em: (2011)
Implicit Embedded Options in Life Insurance Contracts A Market Consistent Valuation Framework /
Por: Rfenacht, Nils
Publicado em: (2012)
Por: Rfenacht, Nils
Publicado em: (2012)
Registos relacionados
-
Econometrics of Financial High-Frequency Data
Por: Hautsch, Nikolaus
Publicado em: (2012) -
Financial Risk Management with Bayesian Estimation of GARCH Models Theory and Applications /
Por: Ardia, David
Publicado em: (2008) -
High Frequency Financial Econometrics Recent Developments /
Por: Bauwens, Luc
Publicado em: (2008) -
Mathematical and Statistical Methods in Insurance and Finance
Por: Perna, Cira
Publicado em: (2008) -
Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /
Por: Vialar, Thierry
Publicado em: (2009)