The stochastic volatility of short-term interest rates : some international evidence
43000 and Walter N. Torous
| Year of publication: |
1999
|
|---|---|
| Authors: | Ball, Clifford A. ; Torous, Walter N. |
| Published in: |
The journal of finance : the journal of the American Finance Association. - Hoboken, NJ [u.a.] : Wiley, ISSN 0022-1082, ZDB-ID 218191-5. - Vol. 54.1999, 6, p. 2339-2359
|
| Subject: | Zins | Interest rate | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Großbritannien | United Kingdom | USA | United States | 1964-1995 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: The journal of finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001496844