Time-varying volatility and the dynamic behavior of the term structure:
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| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
1991
|
| Series: | Working paper series / National Bureau of Economic Research
3682 |
| Subjects: | |
| Physical Description: | 27 S. graph. Darst. |
Staff View
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| index_date | 2024-07-02T18:21:59Z |
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| institution | BVB |
| language | English |
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| physical | 27 S. graph. Darst. |
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| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng Cambridge, Mass. National Bureau of Economic Research 1991 27 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 3682 Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models Ng, Victor K. Verfasser (DE-588)170677532 aut National Bureau of Economic Research Working paper series 3682 (DE-604)BV002801238 3682 |
| spellingShingle | Engle, Robert F. 1942- Ng, Victor K. Time-varying volatility and the dynamic behavior of the term structure Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models |
| title | Time-varying volatility and the dynamic behavior of the term structure |
| title_auth | Time-varying volatility and the dynamic behavior of the term structure |
| title_exact_search | Time-varying volatility and the dynamic behavior of the term structure |
| title_exact_search_txtP | Time-varying volatility and the dynamic behavior of the term structure |
| title_full | Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng |
| title_fullStr | Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng |
| title_full_unstemmed | Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng |
| title_short | Time-varying volatility and the dynamic behavior of the term structure |
| title_sort | time varying volatility and the dynamic behavior of the term structure |
| topic | Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models |
| topic_facet | Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf timevaryingvolatilityandthedynamicbehaviorofthetermstructure AT ngvictork timevaryingvolatilityandthedynamicbehaviorofthetermstructure |