Modeling Yield-Factor Volatility
Year of publication: |
2004-08-11
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Authors: | Smith, Daniel R. ; Parignon, Christophe |
Institutions: | Econometric Society |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | The text is part of a series Econometric Society Australasian Meetings 2004 Number 307 |
Classification: | C32 - Time-Series Models ; C51 - Model Construction and Estimation ; G12 - Asset Pricing |
Source: |
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