Regime shifts in interest rate volatility
Year of publication: |
2005
|
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Authors: | Sun, Licheng |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 12.2005, 3, p. 418-434
|
Subject: | Zins | Interest rate | Volatilität | Volatility | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | USA | United States | Großbritannien | United Kingdom | Japan | Kanada | Canada |
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