Measuring and forecasting yield volatility
Frank J. Fabozzi; Wai Lee
| Year of publication: |
2002
|
|---|---|
| Authors: | Fabozzi, Frank J. ; Lee, Wai |
| Published in: |
Interest rate, term structure, and valuation modeling. - Hoboken, N.J. : Wiley, ISBN 0-471-22094-9. - 2002, p. 187-212
|
| Subject: | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Prognose | Forecast | Rendite | Yield | Messung | Measurement |
| Extent: | graph. Darst |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001734175