Can interest rate volatility be extracted from the cross section of bond yields? : an investigation - detaljert visning

Can interest rate volatility be extracted from the cross section of bond yields? : an investigation of unspanned stochastic volatility

Pierre Collin-Dufresne
Bok Engelsk 2004


Utgitt	Cambridge, Mass. : National Bureau of Economic Research , 2004
Omfang	66 s. : ill.