Can interest rate volatility be extracted from the cross section of bond yields?: an investigation of unspanned stochastic volatility
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| Main Authors: | , , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Cambridge, Mass.
National Bureau of Economic Research
2004
|
| Series: | National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series
10756 |
| Subjects: | |
| Online Access: | Volltext |
| Physical Description: | 66 S. graph. Darst. |
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| index_date | 2024-07-02T22:41:27Z |
| indexdate | 2024-07-09T21:25:10Z |
| institution | BVB |
| language | English |
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| spelling | Collin-Dufresne, Pierre 1969- Verfasser (DE-588)130488933 aut Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility Pierre Collin-Dufresne ; Robert S. Goldstein ; Christopher S. Jones Cambridge, Mass. National Bureau of Economic Research 2004 66 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10756 Ökonometrisches Modell Bonds United States Econometric models Dividends United States Econometric models Interest rates Econometric models USA Goldstein, Robert S. Verfasser (DE-588)130488968 aut Jones, Christopher S. Verfasser (DE-588)129573221 aut Erscheint auch als Online-Ausgabe National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 10756 (DE-604)BV002801238 10756 http://papers.nber.org/papers/w10756.pdf kostenfrei Volltext |
| spellingShingle | Collin-Dufresne, Pierre 1969- Goldstein, Robert S. Jones, Christopher S. Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series Ökonometrisches Modell Bonds United States Econometric models Dividends United States Econometric models Interest rates Econometric models |
| title | Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility |
| title_auth | Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility |
| title_exact_search | Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility |
| title_exact_search_txtP | Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility |
| title_full | Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility Pierre Collin-Dufresne ; Robert S. Goldstein ; Christopher S. Jones |
| title_fullStr | Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility Pierre Collin-Dufresne ; Robert S. Goldstein ; Christopher S. Jones |
| title_full_unstemmed | Can interest rate volatility be extracted from the cross section of bond yields? an investigation of unspanned stochastic volatility Pierre Collin-Dufresne ; Robert S. Goldstein ; Christopher S. Jones |
| title_short | Can interest rate volatility be extracted from the cross section of bond yields? |
| title_sort | can interest rate volatility be extracted from the cross section of bond yields an investigation of unspanned stochastic volatility |
| title_sub | an investigation of unspanned stochastic volatility |
| topic | Ökonometrisches Modell Bonds United States Econometric models Dividends United States Econometric models Interest rates Econometric models |
| topic_facet | Ökonometrisches Modell Bonds United States Econometric models Dividends United States Econometric models Interest rates Econometric models USA |
| url | http://papers.nber.org/papers/w10756.pdf |
| volume_link | (DE-604)BV002801238 |
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