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~accessRights:"restricted"
~isPartOf:"Applied mathematical finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Kim, Dong H."
~subject:"Zinsstruktur"
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Zinsstruktur
ARCH model
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Anleihe
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Bond
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Callable bonds
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Capital income
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Unternehmensanleihe
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Volatility
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Kim, Dong H.
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Applied mathematical finance
The North American journal of economics and finance : a journal of financial economics studies
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Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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