Modeling the Joint Dynamics of Risk-Neutral Stock Index and Bond Yield Volatilities
Year of publication: |
2014
|
---|---|
Authors: | Zhou, Yinggang |
Publisher: |
[2014]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Aktienindex | Stock index | Theorie | Theory | Anleihe | Bond | Zinsstruktur | Yield curve |
Extent: | 1 Online-Ressource (37 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Banking and Finance, Vol. 38, No. 1, 2014 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 10, 2013 erstellt |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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