Yield-factor volatility models
Christophe Pérignon, Daniel R. Smith
| Year of publication: |
2007
|
|---|---|
| Authors: | Pérignon, Christophe ; Smith, Daniel R. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 10, p. 3125-3144
|
| Subject: | ARCH-Modell | ARCH model | Zinsstruktur | Yield curve |
| 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/10003574840