A TWO-FACTOR TERM STRUCTURE MODEL UNDER GARCH VOLATILITY
| Year of publication: |
2003
|
|---|---|
| Authors: | Heston, Steven ; Nandi, Saikat |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 13.2003, 1, p. 87
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