Stochastic volatilities and correlations of bond yields.

Stochastic volatilities and correlations of bond yields.

Dades bibliogràfiques
Publicat a:Journal of Finance V. 62, 1-6 (2007).
Autor principal: Bing Han
Format: Article
Idioma:English
Matèries:
Interest rates.
Bonds.
Yield.
Maximum likelihood method.
Correlation analysis.