مرکز منطقه ای اطلاع رساني علوم و فناوري - Modeling the volatility of the Heath–Jarrow–Morton model: a multifactor GARCH analysis

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 :

From page :

To page :

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 :