ESTIMATING THE TERM STRUCTURE OF INTEREST RATE VOLATILITY IN EXTREME VALUES
Year of publication: |
2001
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Authors: | Bali, Turan G. ; Neftci, Salih N. |
Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 10.2001, 4, p. 7-14
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