Engineering a generalized neural network mapping of volatility spillovers in European government bond markets
Year of publication: |
2008
|
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Authors: | Dash, Gordon H. ; Kajiji, Nina |
Published in: |
Handbook of financial engineering. - New York, NY : Springer, ISBN 0-387-76681-2. - 2008, p. 201-229
|
Subject: | Zinstheorie | Theory of interest | Financial Engineering | Financial engineering | Neuronale Netze | Neural networks | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | USA | United States |
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