Modeling the dynamics of short-term interest rate volatility with skewed distributions
碩士 === 淡江大學 === 財務金融學系碩士在職專班 === 96 === This paper estimates the generalized and nested models with SGED and skewed t distributions to determine the correct specification of the conditional distribution of short-term interest rates. First, the paper generalized the parametric models of short-term in...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/96907139153648604830 |