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~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~language:"eng"
~language:"lit"
~person:"Joslin, Scott"
~subject:"Großbritannien"
~subject:"Impact assessment"
~subject:"United States"
~subject:"Volatility"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles of several authors"
~type_genre:"Fallstudie"
~type_genre:"Statistik"
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Joslin, Scott
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Management science : journal of the Institute for Operations Research and the Management Sciences
The review of financial studies
3
Journal of financial economics
1
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ECONIS (ZBW)
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Interest rate volatility and no-arbitrage affine term structure models
Joslin, Scott
;
Le, Anh
- In:
Management science : journal of the Institute for …
67
(
2021
)
12
,
pp. 7391-7416
Persistent link: https://www.econbiz.de/10012815286
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2
Can unspanned stochastic volatility models explain the cross section of bond volatilities?
Joslin, Scott
- In:
Management science : journal of the Institute for …
64
(
2018
)
4
,
pp. 1707-1726
Persistent link: https://www.econbiz.de/10011855690
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