Estimating the risk premium of swap spreads. : two econometric GARCH-based techniques
Carolina Castagnetti
| Year of publication: |
2004
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|---|---|
| Authors: | Castagnetti, Carolina |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 14.2004, 2, p. 93-104
|
| Subject: | Risikoprämie | Risk premium | Swap | ARCH-Modell | ARCH model | Schätzung | Estimation |
| 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/10001908577