Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate
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 2194065. - Vol. 35.2000, 2, p. 191-216
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