Forecasting and testing spot interest rate volatility
碩士 === 國立暨南國際大學 === 經濟學系 === 92 === This article presents several alternative models of the short-term interest rate volatility that must capture well-known empirical features, including mean-reverting and level effect, and therefore uses Chan, Karolyi, Longstaff, and Sanders（1992）’s level model as...
| Main Authors: | , |
|---|---|
| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2004
|
| Online Access: | http://ndltd.ncl.edu.tw/handle/fby5ba |