Modeling interest rate volatility : an extended EGARCH approach
Gregory Koutmos
| Year of publication: |
2012
|
|---|---|
| Authors: | Koutmos, Gregory |
| Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 38.2012, 6, p. 628-635
|
| Subject: | Zins | Interest rate | Volatilität | Volatility | Theorie | Theory |
| 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/10009559682