Title of article :
Disturbing extremal behavior of spot rate dynamics
Author/Authors :
Turan G. Bali، نويسنده , , Salih N. Neftci، نويسنده ,
Issue Information :
دوماهنامه با شماره پیاپی سال 2003
Pages :
23
From page :
455
To page :
477
Keywords :
Extreme value theory , Volatility , Interest rates , value at risk
Journal title :
Journal of Empirical Finance
Serial Year :
2003
Journal title :
Journal of Empirical Finance
Record number :
130746
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=130746
بازگشت