Modeling interest rate volatility: an extended EGARCH approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Koutmos, Gregory |
| Published in: |
Managerial finance. - Bradford [u.a.] : Emerald, ISSN 0307-4358, ZDB-ID 7505619. - Vol. 38.2012, 6 (4.5.), p. 628-636
|