Modelling benchmark government bonds volatility : do swaption rates help?
Christian L. Dunis and Freda L. Francis
| Year of publication: |
2012
|
|---|---|
| Authors: | Dunis, Christian ; Francis, Freda L. |
| Published in: |
Progress in financial markets research. - New York, NY : Nova Science Publ., ISBN 978-1-61122-864-9. - 2012, p. 263-288
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Anleihe | Bond | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Theorie | Theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009678543