Analyzing interest rate risk: Stochastic volatility in the term structure of government bond yields
| Year of publication: |
2012
|
|---|---|
| Authors: | Hautsch, Nikolaus ; Ou, Yangguoyi |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 36.2012, 11, p. 2988-3008
|