Modelling conditional volatility of risk premia on fixed income instruments
Year of publication: |
2006
|
---|---|
Authors: | Drakos, Kōnstantinos |
Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 1.2006, 2, p. 313-328
|
Subject: | Theorie | Theory | Volatilität | Volatility | Risikoprämie | Risk premium | Anleihe | Bond |
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