Yazar
Pierre Collin Dufresne
4 cilt bulundu.
Cilt sonuçları
Can interest rate volatility be extracted from the cross section of bond yields?
Pierre Collin Dufresne · National Bureau of Economic Research
Sayfa sayısı yok · 2004
Bonds / Econometric models / Interest rates
Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility
Pierre Collin Dufresne · National Bureau of Economic Research
66 sayfa · 2004
Bonds / Dividends / Econometric models / Interest rates