Journal of Financial and Quantitative Analysis Vol. 35 No. 2 2000
Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate
Abstract
Turan G. Bali, Testing the Empirical Performance of Stochastic Volatility Models of the Short-Term Interest Rate, The Journal of Financial and Quantitative Analysis, Vol. 35, No. 2 (Jun., 2000), pp. 191-215
- DOI
- 10.2307/2676190
- Volume
- 35
- Issue
- 2
- Pages
- 191
- Sources
- openalex crossref