Modeling the volatility of the Heath-Jarrow-Morton model: a multifactor GARCH analysis
| Year of publication: |
2002
|
|---|---|
| Authors: | Zhou, Anjun |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 9.2002, 1, p. 35-56
|
| Publisher: |
Elsevier |