Hedging interest rate risk with multivariate GARCH
Year of publication: |
2002
|
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Authors: | Rossi, Eduardo ; Zucca, Claudio |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 12.2002, 4, p. 241-251
|
Subject: | Hedging | Zinsrisiko | Interest rate risk | ARCH-Modell | ARCH model | Theorie | Theory |
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