Measuring the volatility in US treasury benchmarks and debt instruments
Suhejla Hoti, Esfandiar Maasoumi, Michael McAleer, and Daniel Slottje
| Year of publication: |
2009
|
|---|---|
| Authors: | Hoti, Suhejla ; Maasoumi, Esfandiar ; McAleer, Michael ; Slottje, Daniel Jonathan |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 28.2009, 6, p. 522-554
|
| Subject: | Staatspapier | Government securities | Zins | Interest rate | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | USA | United States | 1982-2004 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003881186