Estimating the term structure of interest rate volatility in extreme values
Turan G. Bali and Salih N. Neftci
| Year of publication: |
2001
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|---|---|
| Authors: | Bali, Turan G. ; Neftci, Salih N. |
| Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 10.2001, 4, p. 7-14
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| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Staatspapier | Government securities | Schätzung | Estimation | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of fixed income |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001580717