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International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong - 1998
Persistent link: https://www.econbiz.de/10000996626
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Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A. - 1996
Persistent link: https://www.econbiz.de/10001328762
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Estimating continuous-time stochastic volatility models of the short-term interest rate
Andersen, Torben - In: Journal of econometrics 77 (1997) 2, pp. 343-377
Persistent link: https://www.econbiz.de/10001212838
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Stochastic volatility in interest rates and nonlinearity in velocity
Barnett, William A.; Xu, Haiyang - In: The theory of monetary aggregation, (pp. 274-295). 2000
Persistent link: https://www.econbiz.de/10001508715
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International linkages and macroeconomic news effects on interest rate volatility : Australia and the US
Kim, Suk-Joong; Sheen, Jeffrey R. - In: Pacific-Basin finance journal 8 (2000) 1, pp. 85-113
Persistent link: https://www.econbiz.de/10001489406
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Stochastic volatility in interest rates and complex dynamics in velocity
Barnett, William A.; Xu, Haiyang - In: Commerce, complexity, and evolution : topics in …, (pp. 147-171). 2000
Persistent link: https://www.econbiz.de/10001556430
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Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano; Mercurio, Fabio - 2006 - 2. ed.
Persistent link: https://www.econbiz.de/10002116360
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte - 2002
Persistent link: https://www.econbiz.de/10001721479
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Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte (contributor) - 2002 - [Elektronische Resource]
Persistent link: https://www.econbiz.de/10001724263
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On interest rate dynamics and change in persistence
Scheithauer, Jan - 2008
Persistent link: https://www.econbiz.de/10003796790