The jump component of the volatility structure of interest rate futures markets : an international comparison
Carl Chiarella; Thuy-Duong Tô
| Year of publication: |
2003
|
|---|---|
| Authors: | Chiarella, Carl ; Tô, Thuy-duong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 23.2003, 12, p. 1125-1158
|
| Subject: | Volatilität | Volatility | Zinsderivat | Interest rate derivative | Zinsstruktur | Yield curve |
| 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/10001828527