CAN INTEREST RATE VOLATILITY BE EXTRACTED FROM THE CROSS SECTION OF BOND YIELDS? AND INVESTIGATION OF UNSPANNED STOCHASTIC VOLATILITY
| Year of publication: |
2004
|
|---|---|
| Authors: | Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Jones, Christopher S. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 2004, 10756
|