Wishart Quadratic Term Structure Models
Year of publication: |
2003-12-01
|
---|---|
Authors: | Sufana, R. ; Gourieroux, C. |
Institutions: | Institut für Schweizerisches Bankwesen <Zürich> ; National Centre of Competence in Research North South <Bern> |
Subject: | Risikoaversion | Zinsfuß | Risikofaktor | Risk Factors |
Extent: | 35 p. application/pdf |
---|---|
Series: | Working Paper ; No. 187 (2003) |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | Corporate finance and investment policy. Other aspects ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
-
The Determinants of Stock Returns in a Small Open Economy
Cauchie, Séverine, (2003)
-
Schmidt, Peter S., (2011)
-
Risk and Return in Convertible Arbitrage: Evidence from the Convertible Bond Market
Agarwal, Vikas, (2011)
- More ...
-
Gourieroux, C., (2003)
-
The Wishart Autoregressive process of multivariate stochastic volatility
Gourieroux, C., (2009)
-
The Wishart Autoregressive Process of Multivariate Stochastic Volatility
Jasiak, Joan, (2005)
- More ...