Does Realized Volatility Help Bond Yield Density Prediction?
Year of publication: |
2015
|
---|---|
Authors: | Shin, Minchul |
Other Persons: | Zhong, Molin (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Anleihe | Bond | Zinsstruktur | Yield curve | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
Extent: | 1 Online-Ressource (44 p) |
---|---|
Series: | FEDS Working Paper ; No. 2015-115 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2015-12-18 erstellt |
Classification: | C5 - Econometric Modeling ; E4 - Money and Interest Rates ; G1 - General Financial Markets |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Does realized volatility help bond yield density prediction?
Shin, Minchul, (2015)
-
Does Realized Volatility Help Bond Yield Density Prediction?
Shin, Minchul, (2018)
-
Monetary Policy, Bond Returns and Debt Dynamics
Berndt, Antje, (2015)
- More ...
-
Does realized volatility help bond yield density prediction?
Shin, Minchul, (2013)
-
Does realized volatility help bond yield density prediction?
Shin, Minchul, (2015)
-
A new approach to identifying the real effects of uncertainty shocks
Shin, Minchul, (2016)
- More ...