Modeling the conditional distribution of interest rates as a regime-switching process
Year of publication: |
1996
|
---|---|
Authors: | Gray, Stephen |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 42.1996, 1, p. 27-62
|
Subject: | Zins | Interest rate | Volatilität | Volatility | Schätztheorie | Estimation theory | USA | United States | 1970-1994 |
-
Regime shifts in interest rate volatility
Sun, Licheng, (2005)
-
Brandt, Michael W., (2002)
-
Brandt, Michael W., (2001)
- More ...
-
Director workloads, attendance and firm performance
Gray, Stephen, (2018)
-
Analyst versus model‐based earnings forecasts : implied cost of capital applications
Paton, Alexander P., (2019)
-
Transaction-based lending and accrual quality
Gray, Stephen, (2020)
- More ...