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isPartOf:"Journal of public economics"
~isPartOf:"Management science : journal of the Institute for Operations Research and the Management Sciences"
~person:"Joslin, Scott"
~subject:"Estimation"
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Journal of public economics
Management science : journal of the Institute for Operations Research and the Management Sciences
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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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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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