Modélisation FIGARCH appliquée à l'analyse de la structure par terme des taux d'intérêt
Sandrine Lardic ; Valérie Mignon
| Year of publication: |
2000
|
|---|---|
| Authors: | Lardic, Sandrine ; Mignon, Valérie |
| Published in: |
Finance : revue de l'Association Française de Finance. - Grenoble : Presses Universitaires de Grenoble, ISSN 0752-6180, ZDB-ID 614796-3. - Vol. 20.1999, 1, p. 91-114
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| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | Frankreich | France | Großbritannien | United Kingdom | Japan | USA | United States |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | French |
| Notes: | Zsfassung in engl. Sprache u.d.T.: FIGARCH processes: application to the terms structure of interest rates In: Finance |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001475134