Collin-Dufresne, P., Goldstein, R. S., & Jones, C. S. (2004). Can interest rate volatility be extracted from the cross section of bond yields?: An investigation of unspanned stochastic volatility. National Bureau of Economic Research.
Chicago-Zitierstil (17. Ausg.)Collin-Dufresne, Pierre, Robert S. Goldstein, und Christopher S. Jones. Can Interest Rate Volatility Be Extracted from the Cross Section of Bond Yields?: An Investigation of Unspanned Stochastic Volatility. Cambridge, Mass: National Bureau of Economic Research, 2004.
MLA-Zitierstil (9. Ausg.)Collin-Dufresne, Pierre, et al. Can Interest Rate Volatility Be Extracted from the Cross Section of Bond Yields?: An Investigation of Unspanned Stochastic Volatility. National Bureau of Economic Research, 2004.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.