A comparison of short-term interest rate models : empirical tests of interest rate volatility
Mikiyo Kii Niizeki
| Year of publication: |
1998
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|---|---|
| Authors: | Niizeki, Mikiyo Kii |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 8.1998, 5, p. 505-512
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| Subject: | Zins | Interest rate | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Japan | USA | United States | 1989-1994 |