Author:
Ball Clifford A,Torous Walter N
Subject
Economics and Econometrics,Finance
Reference19 articles.
1. Handbook of Mathematical Functions;Abramowitz,1965
2. An Introduction to Mulitivariate Statistical Analysis;Anderson,1984
3. Ang, A., Bekaert, G., 1998. Regime Switches in Interest Rates. Unpublished manuscript, Graduate School of Business, Stanford University.
4. The stochastic volatility of short term interest rates: some international evidence;Ball;Journal of Finance,1999
5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986
Cited by
56 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献