Modeling interest rate volatility: an extended EGARCH approach
Year of publication: |
2012
|
---|---|
Authors: | Koutmos, Gregory |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 38.2012, May, 6, p. 628-635
|
Publisher: |
Emerald Group Publishing |
Subject: | Acquisitions and mergers | Financial risk | Mergers | Stock exchanges | Volatility |
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