Stochastic volatilities and correlations of bond yields.

Stochastic volatilities and correlations of bond yields.

Bibliographische Detailangaben
Veröffentlicht in:Journal of Finance V. 62, 1-6 (2007).
1. Verfasser: Bing Han
Format: Artikel
Sprache:English
Schlagworte:
Interest rates.
Bonds.
Yield.
Maximum likelihood method.
Correlation analysis.