Modeling the volatility of the Heath-Jarrow-Morton model: a multifactor GARCH analysis
| Year of publication: |
2002
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| Authors: | Zhou, Anjun |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 9.2002, 1, p. 35-56
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