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The journal of portfolio management : a publication of Institutional Investor
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Regimes : nonparametric identification and forecasting
Kaya, Hakan
;
Lee, Wai
;
Pornrojnangkool, Bobby
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
2
,
pp. 94-105
Persistent link: https://www.econbiz.de/10003967208
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Measuring and forecasting yield volatility
Fabozzi, Frank J.
;
Lee, Wai
- In:
Interest rate, term structure, and valuation modeling
,
(pp. 187-212)
.
2002
Persistent link: https://www.econbiz.de/10001734175
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