Conditional volatility in affine term-structure models: Evidence from Treasury and swap markets
| Year of publication: |
2009
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|---|---|
| Authors: | Jacobs, Kris ; Karoui, Lotfi |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 1871183. - Vol. 91.2009, 3, p. 288-319
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