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Comment on: “A Quantitative Yield Curve Model for Estimating the Term Structure of Interest Rates”
Fogler, H. Russell; Ganapathy, S. - In: Journal of Financial and Quantitative Analysis 15 (1980) 02, pp. 449-456
Persistent link: https://www.econbiz.de/10005407166
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The Price Elasticity of Discounted Bonds: Some Empirical Evidence
Joehnk, Michael D.; Fogler, H. Russell; Bradley, Charles E. - In: Journal of Financial and Quantitative Analysis 13 (1978) 03, pp. 559-566
Persistent link: https://www.econbiz.de/10005609894
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Bond Portfolio Strategies, Returns, and Skewness: A Note
Fogler, H. Russell; Groves, William A.; Richardson, James G. - In: Journal of Financial and Quantitative Analysis 12 (1977) 01, pp. 127-140
Persistent link: https://www.econbiz.de/10008476724
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A Note on Measurement of Skewness
Fogler, H. Russell; Radcliffe, Robert C. - In: Journal of Financial and Quantitative Analysis 9 (1974) 03, pp. 485-489
Persistent link: https://www.econbiz.de/10008476874