Affine Term Structure Models With Garch Volatility
Year of publication: |
[2023]
|
---|---|
Authors: | Realdon, Marco |
Publisher: |
[S.l.] : SSRN |
Subject: | ARCH-Modell | ARCH model | Volatilität | Volatility | Zinsstruktur | Yield curve | Theorie | Theory |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 31, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4458220 [DOI] |
Classification: | G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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