Can interest rate volatility be extracted from the cross section of bond yields? : An investigation of unspanned stochastic volatility

Pierre Collin-Dufresne; Robert S. Goldstein; Christopher S. Jones

Year of publication:	2004
Authors:	Collin-Dufresne, Pierre ; Goldstein, Robert S. ; Jones, Christopher S.
Publisher:	Cambridge, Mass. : National Bureau of Economic Research
Subject:	Zinsstruktur \| Yield curve \| Volatilität \| Volatility \| Anleihe \| Bond \| Kapitaleinkommen \| Capital income \| ARCH-Modell \| ARCH model \| Risikoprämie \| Risk premium

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