Title of article
Modeling the volatility of the Heath–Jarrow–Morton model: a multifactor GARCH analysis
Author/Authors
Anjun Zhou، نويسنده ,
Issue Information
دوماهنامه با شماره پیاپی سال 2002
Pages
22
From page
35
To page
56
Keywords
Forward rate , HJM models , Volatility , GARCH
Journal title
Journal of Empirical Finance
Serial Year
2002
Journal title
Journal of Empirical Finance
Record number
130705
Link To Document