Measuring Interest Rate Risk Management by Financial Institutions

Author:

Brunetti Celso,Foley-Fisher Nathan,Verani Stephane

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

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5. Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility;Torben Andersen;The Review of Economics and Statistics,2004

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