Engineering a generalized neural network mapping of volatility spillovers in European government bond markets
Gordon H. Dash and Nina Kajiji
| Year of publication: |
2008
|
|---|---|
| Authors: | Dash, Gordon H. ; Kajiji, Nina |
| Published in: |
Handbook of financial engineering. - New York, NY : Springer, ISBN 0-387-76681-2. - 2008, p. 201-229
|
| Subject: | Zinstheorie | Theory of interest | Financial Engineering | Financial engineering | Neuronale Netze | Neural networks | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Öffentliche Anleihe | Public bond | EU-Staaten | EU countries | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003753673