Modelling conditional volatility of risk premia on fixed income instruments
Konstantinos Drakos
| Year of publication: |
2006
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| Authors: | Drakos, Kōnstantinos |
| Published in: |
International economics & finance journal : (IEFJ). - New Delhi : Serials Publ., ISSN 0973-5259, ZDB-ID 2471914-6. - Vol. 1.2006, 1, p. 13-28
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| Subject: | Volatilität | Volatility | Risikoprämie | Risk premium | Theorie | Theory | Anleihe | Bond | ARCH-Modell | ARCH model | Welt | World |
| Type of publication: | Article |
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| 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/10003791124