Dynamic interaction and valuation of quality yen Eurobonds in a multivariate EGARCH framework
| Year of publication: |
2006
|
|---|---|
| Authors: | Batten, Jonathan A. ; In, Francis |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 10779735. - Vol. 16.2006, 12, p. 881-892
|