Autoregressive conditional tail behavior and results on government bond yield spreads

Niklas Wagner

Year of publication:	2005
Authors:	Wagner, Niklas F.
Published in:	International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 14.2005, 2, p. 247-261
Subject:	Staatspapier \| Government securities \| Kapitaleinkommen \| Capital income \| Risiko \| Risk \| Theorie \| Theory \| USA \| United States \| EU-Staaten \| EU countries \| Ausreißer \| Outliers

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