Autoregressive conditional tail behavior and results on government bond yield spreads
Year of publication: |
2005
|
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Authors: | Wagner, Niklas F. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 2, p. 247-261
|
Subject: | Staatspapier | Government securities | Kapitaleinkommen | Capital income | Risiko | Risk | Theorie | Theory | USA | United States | EU-Staaten | EU countries | Ausreißer | Outliers |
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