Disturbing extremal behavior of spot rate dynamics
Turan G. Bali; Salih N. Neftci
| Year of publication: |
2003
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|---|---|
| Authors: | Bali, Turan G. ; Neftci, Salih N. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 10.2003, 4, p. 455-477
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| Subject: | Zins | Interest rate | Volatilität | Volatility | ARCH-Modell | ARCH model | USA | United States | Risikomaß | Risk measure | 1954-2000 |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001782291