Nonparametric Pricing of Interest Rate Derivative Securities
In: NBER Working Paper No. w5345
25 Ergebnisse
Sortierung:
In: NBER Working Paper No. w5345
SSRN
Working paper
In: NBER Working Paper No. w5346
SSRN
In: Handbooks in Finance v.2
Applied financial econometrics subjects are featured in this second volume, with papers that survey important research even as they make unique empirical contributions to the literature. These subjects are familiar: portfolio choice, trading volume, the risk-return tradeoff, option pricing, bond yields, and the management, supervision, and measurement of extreme and infrequent risks. Yet their treatments are exceptional, drawing on current data and evidence to reflect recent events and scholarship. A landmark in its coverage, this volume should propel financial econometric research for years
In: Journal of Economic Theory, Band 2019, Heft 179
SSRN
SSRN
In: NBER Working Paper No. w21584
SSRN
Working paper
In: NBER Working Paper No. w19531
SSRN
In: NBER Working Paper No. w13825
SSRN
SSRN
Working paper
In: NBER Working Paper No. w15808
SSRN
In: NBER Working Paper No. w13854
SSRN
In: NBER Working Paper No. w6130
SSRN
In: NBER Working Paper No. w5351
SSRN
In: Chicago Booth Research Paper No. 20-30
SSRN
Working paper
In: NBER Working Paper No. w28140
SSRN
Working paper