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~accessRights:"free"
~institution:"Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials"
~person:"McAleer, Michael"
~source:"repec"
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Treasury bills
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conditional correlation
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conditional volatility
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McAleer, Michael
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Departament d'Economia Aplicada, Facultat de Ciències Econòmiques i Empresarials
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Measuring the Volatility in U.S. Treasury Benchmarks and Debt Instruments
Hoiti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
-
Departament d'Economia Aplicada, Facultat de Ciències …
-
2005
assessment of the implications of modelling conditional volatility on
forecasting
performance. The estimated conditional …
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