Testing the empirical performance of stochastic volatility models of the short-term interest rate
Turan G. Bali
| Year of publication: |
2000
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|---|---|
| Authors: | Bali, Turan G. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 35.2000, 2, p. 191-215
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| Subject: | Zins | Interest rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation | Staatspapier | Government securities | USA | United States | 1959-1998 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Journal of financial and quantitative analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001510057