Time-varying volatility and the dynamic behavior of the term structure:
Gespeichert in:
| Beteiligte Personen: | , |
|---|---|
| Format: | Buch |
| Sprache: | Englisch |
| Veröffentlicht: |
Cambridge, Mass.
National Bureau of Economic Research
1991
|
| Schriftenreihe: | Working paper series / National Bureau of Economic Research
3682 |
| Schlagwörter: | |
| Umfang: | 27 S. graph. Darst. |
Internformat
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| 245 | 1 | 0 | |a Time-varying volatility and the dynamic behavior of the term structure |c Robert F. Engle ; Victor K. Ng |
| 264 | 1 | |a Cambridge, Mass. |b National Bureau of Economic Research |c 1991 | |
| 300 | |a 27 S. |b graph. Darst. | ||
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| 490 | 1 | |a Working paper series / National Bureau of Economic Research |v 3682 | |
| 650 | 4 | |a Ökonometrisches Modell | |
| 650 | 4 | |a Liquidity (Economics) |x Econometric models | |
| 650 | 4 | |a Rate of return |x Econometric models | |
| 650 | 4 | |a Stock exchanges |x Econometric models | |
| 650 | 4 | |a Treasury bills |x Econometric models | |
| 700 | 1 | |a Ng, Victor K. |e Verfasser |0 (DE-588)170677532 |4 aut | |
| 810 | 2 | |a National Bureau of Economic Research |t Working paper series |v 3682 |w (DE-604)BV002801238 |9 3682 | |
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| indexdate | 2025-02-18T11:01:31Z |
| institution | BVB |
| language | English |
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| physical | 27 S. graph. Darst. |
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| spelling | Engle, Robert F. 1942- Verfasser (DE-588)128388528 aut Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng Cambridge, Mass. National Bureau of Economic Research 1991 27 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Working paper series / National Bureau of Economic Research 3682 Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models Ng, Victor K. Verfasser (DE-588)170677532 aut National Bureau of Economic Research Working paper series 3682 (DE-604)BV002801238 3682 |
| spellingShingle | Engle, Robert F. 1942- Ng, Victor K. Time-varying volatility and the dynamic behavior of the term structure Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models |
| title | Time-varying volatility and the dynamic behavior of the term structure |
| title_auth | Time-varying volatility and the dynamic behavior of the term structure |
| title_exact_search | Time-varying volatility and the dynamic behavior of the term structure |
| title_full | Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng |
| title_fullStr | Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng |
| title_full_unstemmed | Time-varying volatility and the dynamic behavior of the term structure Robert F. Engle ; Victor K. Ng |
| title_short | Time-varying volatility and the dynamic behavior of the term structure |
| title_sort | time varying volatility and the dynamic behavior of the term structure |
| topic | Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models |
| topic_facet | Ökonometrisches Modell Liquidity (Economics) Econometric models Rate of return Econometric models Stock exchanges Econometric models Treasury bills Econometric models |
| volume_link | (DE-604)BV002801238 |
| work_keys_str_mv | AT englerobertf timevaryingvolatilityandthedynamicbehaviorofthetermstructure AT ngvictork timevaryingvolatilityandthedynamicbehaviorofthetermstructure |