Mean reversion and volatility of short-term London Interbank Offer Rates : an empirical comparison of competing models
Lee C. Adkins, Timothy Krehbiel
| Year of publication: |
1999
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|---|---|
| Authors: | Adkins, Lee Chester ; Krehbiel, Timothy |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 8.1999, 1, p. 45-54
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| Subject: | Volatilität | Volatility | Großbritannien | United Kingdom | Stochastischer Prozess | Stochastic process | London | Mean Reversion | Mean reversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: International review of economics & finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001427823