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~isPartOf:"Asia-Pacific financial markets"
~person:"Johnson, Brock N."
~subject:"Black-Scholes-Modell"
~subject:"CAPM"
~subject:"Martingale"
~subject:"Stochastischer Prozess"
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Forecasting credit spread volatility : evidence from the Japanese Eurobond market
Johnson, Brock N.
;
Batten, Jonathan A.
- In:
Asia-Pacific financial markets
10
(
2003
)
4
,
pp. 335-357
Persistent link: https://www.econbiz.de/10003083939
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