Purebred or hybrid? : reproducing the volatility in term structure dynamics
Dong-Hyun Ahn ...
| Year of publication: |
2003
|
|---|---|
| Authors: | Ahn, Dong-Hyun ; Dittmar, Robert F. ; Gallant, A. Ronald ; Gao, Bin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 116.2003, 1/2, p. 147-180
|
| Subject: | Zinsstruktur | Yield curve | Volatilität | Volatility | Schätztheorie | Estimation theory |
| Extent: | graph. Darst |
|---|---|
| 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/10001772146