Stochastic volatilities and correlations of bond yields.

Stochastic volatilities and correlations of bond yields.

Detalhes bibliográficos
Publicado no:Journal of Finance V. 62, 1-6 (2007).
Autor principal: Bing Han
Formato: Artigo
Idioma:English
Assuntos:
Interest rates.
Bonds.
Yield.
Maximum likelihood method.
Correlation analysis.