Models of conditional variance for bond prices
Year of publication: |
2006
|
---|---|
Authors: | Pappu, Naren ; Lakshmivarahan, S. ; Stock, Duane R. |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 16.2006, 1, p. 65-70
|
Subject: | Rentenmarkt | Bond market | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Modellierung | Scientific modelling |
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