COMMON VOLATILITY IN MBS RETURNS: A FACTOR GARCH APPROACH
| Year of publication: |
2001
|
|---|---|
| Authors: | Koutmos, Gregory |
| Published in: |
The journal of fixed income. - New York, NY : Inst. Investor, Inc., ISSN 1059-8596, ZDB-ID 11161036. - Vol. 10.2001, 4, p. 59-66
|