"Modeling the dynamics of interest rate volatility with skewed fat-tailed ..."

Turan G. Bali (2007)

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DOI: 10.1007/S10479-006-0116-6

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type: Journal Article

metadata version: 2020-08-13

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Turan G. Bali:
Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions. Ann. Oper. Res. 151(1): 151-178 (2007)

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