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isPartOf:"Advances in Pacific Basin financial markets"
~subject:"Schätzung"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Advances in Pacific Basin financial markets
The journal of futures markets
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Estimating interest rate futures model in the Heath-Jarrow-Morton framework
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
4
(
1998
),
pp. 211-226
Persistent link: https://www.econbiz.de/10001250661
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2
Estimating the term structure of volatility in bond prices by use of Kalman filter methodology
Bhar, Ramaprasad
- In:
Advances in Pacific Basin financial markets
3
(
1997
),
pp. 243-256
Persistent link: https://www.econbiz.de/10001243735
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