The stability of factor models of interest rates
Francesco Audrino; Giovanni Barone-Adesi; Antonietta Mira
| Year of publication: |
2005
|
|---|---|
| Authors: | Audrino, Francesco ; Barone-Adesi, Giovanni ; Mira, Antonietta |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 3.2005, 3, p. 422-441
|
| Subject: | Zinsstruktur | Yield curve | Faktorenanalyse | Factor analysis | Volatilität | Volatility |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002989126