Time-varying volatility and the dynamic behavior of the term structure
Robert F. Engle ; Victor K. Ng
| Year of publication: |
1993
|
|---|---|
| Authors: | Engle, Robert F. |
| Other Persons: | Ng, Victor K. (contributor) |
| Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 25.1993, 3, p. 336-349
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| Subject: | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis | USA | United States | 1964-1989 |
| 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/10001150279