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~isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"Journal of international money and finance"
~language:"eng"
~subject:"Stock market"
~subject:"Volatility"
~type_genre:"Article in journal"
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Single factor Heath-Jarrow-Morton term structure models based on Markov spot interest rate dynamics
Jeffrey, Andrew
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
4
,
pp. 619-642
Persistent link: https://www.econbiz.de/10001217188
Saved in:
492
Transitory price changes and price-limit rules : evidence from the Tokyo Stock Exchange
George, Thomas J.
- In:
Journal of financial and quantitative analysis : JFQA
30
(
1995
)
2
,
pp. 313-327
Persistent link: https://www.econbiz.de/10001217169
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